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Publications by Ciprian A. Tudor
Itô Formula for the Two-Parameter Fractional Brownian Motion Using the Extended Divergence Operator
Stochastics
Modeling
Statistics
Probability
Simulation
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Itô's Formula With Respect to Fractional Brownian Motion and Its Application
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Ocean Engineering
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Wavelet Packets Based Parameter Estimation of Fractional Brownian Motion Processes With Application
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Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes
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Estimates for the Solution to Stochastic Differential Equations Driven by a Fractional Brownian Motion With Hurst Parameter H ∈ (⅓, ½)
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Two Consistent Estimators for the Skew Brownian Motion
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Statistical Inference in Fractional Brownian Motion
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The Schoenberg - Lévy Kernel and Relationships Among Fractional Brownian Motion, Bifractional Brownian Motion, and Others
Теория вероятностей и ее применения