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Gradinaru, Mihai

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Author ID: gradinaru.mihai Recent zbMATH articles by "Gradinaru, Mihai"
Published as: Gradinaru, Mihai; Grădinaru, Mihai
Documents Indexed: 21 Publications since 1990
Reviewing Activity: 133 Reviews

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 184 times in 146 Documents Cited by Year
\(m\)-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
52
2005
Generalized covariations, local time and Stratonovich Itô’s formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). Zbl 1059.60067
Gradinaru, Mihai; Russo, Francesco; Vallois, Pierre
32
2003
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
Gradinaru, Mihai; Nourdin, Ivan
18
2009
Approximation at first and second order of \(m\)-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
Gradinaru, Mihai; Nourdin, Ivan
18
2003
A singular large deviations phenomenon. Zbl 0993.60025
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard
15
2001
Hölder norms and the support theorem for diffusions. Zbl 0814.60075
Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel
15
1994
Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. Zbl 1084.60039
Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy
12
2005
Abel transform and integrals of Bessel local times. Zbl 0937.60080
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc
10
1999
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
Gradinaru, Mihai; Haugomat, Tristan
3
2018
Normes hölderiennes et support des diffusions. (Hölder norms and the support theorem for diffusions). Zbl 0768.60067
Ben Arous, Gérard; Gradinaru, Mihai
3
1993
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
Gradinaru, Mihai; Offret, Yoann
2
2013
Singularities of hypoelliptic Green functions. Zbl 0909.60058
Ben Arous, Gerard; Gradinaru, Mihai
2
1998
Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise. Zbl 1328.60135
Eon, Richard; Gradinaru, Mihai
1
2015
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
Gradinaru, Mihai; Nourdin, Ivan
1
2008
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
Gradinaru, Mihai; Haugomat, Tristan
3
2018
Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise. Zbl 1328.60135
Eon, Richard; Gradinaru, Mihai
1
2015
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
Gradinaru, Mihai; Offret, Yoann
2
2013
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
Gradinaru, Mihai; Nourdin, Ivan
18
2009
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
Gradinaru, Mihai; Nourdin, Ivan
1
2008
\(m\)-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
52
2005
Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. Zbl 1084.60039
Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy
12
2005
Generalized covariations, local time and Stratonovich Itô’s formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). Zbl 1059.60067
Gradinaru, Mihai; Russo, Francesco; Vallois, Pierre
32
2003
Approximation at first and second order of \(m\)-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
Gradinaru, Mihai; Nourdin, Ivan
18
2003
A singular large deviations phenomenon. Zbl 0993.60025
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard
15
2001
Abel transform and integrals of Bessel local times. Zbl 0937.60080
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc
10
1999
Singularities of hypoelliptic Green functions. Zbl 0909.60058
Ben Arous, Gerard; Gradinaru, Mihai
2
1998
Hölder norms and the support theorem for diffusions. Zbl 0814.60075
Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel
15
1994
Normes hölderiennes et support des diffusions. (Hölder norms and the support theorem for diffusions). Zbl 0768.60067
Ben Arous, Gérard; Gradinaru, Mihai
3
1993
all top 5

Cited by 185 Authors

15 Yan, Litan
10 Nourdin, Ivan
10 Nualart, David
8 Russo, Francesco
6 Unterberger, Jérémie M.
5 Gradinaru, Mihai
5 Tudor, Ciprian A.
4 Flandoli, Franco
4 Simpson, David John Warwick
4 Sun, Xichao
4 Tindel, Samy
4 Yu, Xianye
3 Chen, Chao
3 da Silva, José Luís
3 Delarue, François
3 Harnett, Daniel
3 Jentzen, Arnulf
3 Kloeden, Peter Eris
3 Kuske, Rachel A.
3 Liu, Junfeng
3 Neuenkirch, Andreas
3 Sanz-Solé, Marta
3 Simon, Thomas
3 Wang, Zhi
2 Cont, Rama
2 Cosso, Andrea
2 Cui, Jing
2 Decreusefond, Laurent
2 Grothaus, Martin
2 Haugomat, Tristan
2 He, Kun
2 Hu, Yaozhong
2 Iksanov, Aleksander M.
2 León, Jorge A.
2 Liu, Yanghui
2 Luo, Qi
2 Magnen, Jacques
2 Naganuma, Nobuaki
2 Offret, Yoann
2 Oliveira, Maria João
2 Ondreját, Martin
2 Pigato, Paolo
2 Qian, Zhongmin M.
2 Réveillac, Anthony
2 Schied, Alexander
2 Streit, Ludwig
2 Swanson, Jason
2 Viens, Frederi G.
2 Zhang, Yutian
2 Zheng, Weian
1 Aida, Shigeki
1 Attanasio, Stefano
1 Balan, Raluca M.
1 Bally, Vlad
1 Baňas, L’ubomír
1 Bao, Jundong
1 Bardi, Martino
1 Barndorff-Nielsen, Ole Eiler
1 Bass, Richard F.
1 Belfadli, Rachid
1 Bellingeri, Carlo
1 Ben Arous, Gérard
1 Bérard Bergery, Blandine
1 Biagini, Francesca
1 Binotto, Giulia
1 Bouchentouf, Amina Angelika
1 Brzeźniak, Zdzisław
1 Buckdahn, Rainer
1 Burdzy, Krzysztof
1 Caramellino, Lucia
1 Cattiaux, Patrick
1 Cesaroni, Annalisa
1 Chekroun, Mickaël D.
1 Chen, Yangquan
1 Coviello, Rosanna
1 Criens, David
1 Da Prato, Giuseppe
1 Delgado-Vences, Francisco J.
1 Deng, Feiqi
1 Di Girolami, Cristina
1 Diu Tran, T. T.
1 Errami, Mohammed
1 Erraoui, Mohamed
1 Es-Sebaiy, Khalifa
1 Fallah, Somayeh
1 Foondun, Mohammud
1 Friz, Peter Karl
1 Gao, Fuqing
1 Gao, Han
1 Gentil, Ivan
1 Gnedin, Alexander V.
1 Gubinelli, Massimiliano
1 Guerra, João M. E.
1 Guillin, Arnaud
1 Guillotin-Plantard, Nadine
1 Gyöngy, István
1 Hairer, Martin
1 Hargé, Gilles
1 Hinz, Michael
1 Höpfner, Reinhard
...and 85 more Authors
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Cited in 62 Serials

18 Stochastic Processes and their Applications
12 The Annals of Probability
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Journal of Theoretical Probability
6 Probability Theory and Related Fields
6 Stochastics
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Stochastics and Dynamics
3 Statistics & Probability Letters
3 Bernoulli
2 Journal of Mathematical Analysis and Applications
2 Journal of Computational and Applied Mathematics
2 Journal of Functional Analysis
2 Osaka Journal of Mathematics
2 Transactions of the American Mathematical Society
2 Stochastic Analysis and Applications
2 Potential Analysis
2 Annales Mathématiques Blaise Pascal
2 Electronic Journal of Probability
2 Discrete and Continuous Dynamical Systems
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Inequalities and Applications
2 Annales Henri Poincaré
2 Discrete and Continuous Dynamical Systems. Series B
2 Boundary Value Problems
2 International Journal of Stochastic Analysis
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
1 Journal of Statistical Physics
1 Czechoslovak Mathematical Journal
1 Journal of Statistical Planning and Inference
1 Mathematische Zeitschrift
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Systems & Control Letters
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Annals of Operations Research
1 The Annals of Applied Probability
1 Journal of Nonlinear Science
1 Journal of Mathematical Sciences (New York)
1 Bulletin des Sciences Mathématiques
1 Electronic Communications in Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Chaos
1 Acta Mathematica Sinica. English Series
1 Journal of Dynamical and Control Systems
1 Econometric Theory
1 Milan Journal of Mathematics
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V
1 Science in China. Series F
1 Journal of the Korean Statistical Society
1 Applications and Applied Mathematics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Mathematics
1 Transactions of the American Mathematical Society. Series B
1 Probability, Uncertainty and Quantitative Risk

Citations by Year