References of "Gradinaru, Mihai"
     in
Bookmark and Share    
Full Text
Peer Reviewed
See detailMilstein's type schemes for fractional SDEs
Gradinaru, Mihai; Nourdin, Ivan UL

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2009), 45(4), 1085-1098

Detailed reference viewed: 56 (6 UL)
Full Text
Peer Reviewed
See detailStochastic volatility: approximation and goodness-of-fit test
Gradinaru, Mihai; Nourdin, Ivan UL

in Probability and Mathematical Statistics (2008), 28(1), 1-19

Detailed reference viewed: 30 (1 UL)
Full Text
Peer Reviewed
See detailItô's and Tanaka's type formulae for the stochastic heat equation: the linear case
Gradinaru, Mihai; Nourdin, Ivan UL; Tindel, Samy

in Journal of Functional Analysis (2005), 228(1), 114-143

Detailed reference viewed: 41 (1 UL)
Full Text
Peer Reviewed
See detailm-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Gradinaru, Mihai; Nourdin, Ivan UL; Russo, Francesco et al

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2005), 41(4), 781-806

Detailed reference viewed: 68 (1 UL)
Full Text
Peer Reviewed
See detailApproximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
Gradinaru, Mihai; Nourdin, Ivan UL

in Electronic Journal of Probability (2003), 8(18), 1-26

Detailed reference viewed: 103 (3 UL)