References of "Gradinaru, Mihai"
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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

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See detailStochastic volatility: approximation and goodness-of-fit test
Gradinaru, Mihai; Nourdin, Ivan UL

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

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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

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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

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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: 125 (3 UL)