Existence and Besov regularity of the density for a class of SDEs with Volterra noise

Olivera, Christian; Tudor, Ciprian A.

Comptes Rendus. Mathématique, Volume 357 (2019) p. 636-645

Central and non-central limit theorems for weighted power variations of fractional brownian motion

Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.

Annales de l'I.H.P. Probabilités et statistiques, Volume 46 (2010) p. 1055-1079

Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes

Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.

Comptes Rendus. Mathématique, Volume 347 (2009) p. 663-666

Analysis of the Rosenblatt process

Tudor, Ciprian A.

ESAIM: Probability and Statistics, Volume 12 (2008) p. 230-257