# zbMATH — the first resource for mathematics

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 Documents Indexed: 21 Publications since 1990 Reviewing Activity: 133 Reviews
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#### Co-Authors

 1 single-authored 5 Nourdin, Ivan 4 Ben Arous, Gérard 4 Vallois, Pierre 3 Roynette, Bernard 2 Haugomat, Tristan 2 Russo, Francesco 2 Tindel, Samy 2 Yor, Marc 1 Deaconu, Madalina 1 Debs, Pierre 1 Eon, Richard 1 Herrmann, Samuel 1 Ledoux, Michel 1 Offret, Yoann 1 Roche, Jean Rodolphe
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#### Serials

 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Probability and Mathematical Statistics 2 Electronic Journal of Probability 1 The Annals of Probability 1 Journal of Functional Analysis 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Potential Analysis 1 Annales Mathématiques Blaise Pascal 1 Computational and Applied Mathematics 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Preprint. “Babeş-Bolyai” University. Faculty of Mathematics and Physics. Research Seminars
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#### Fields

 19 Probability theory and stochastic processes (60-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### 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
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
2003
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
2009
Approximation at first and second order of $$m$$-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
2003
A singular large deviations phenomenon. Zbl 0993.60025
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard
2001
Hölder norms and the support theorem for diffusions. Zbl 0814.60075
Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel
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
2005
Abel transform and integrals of Bessel local times. Zbl 0937.60080
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc
1999
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
2018
Normes hölderiennes et support des diffusions. (Hölder norms and the support theorem for diffusions). Zbl 0768.60067
1993
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
2013
Singularities of hypoelliptic Green functions. Zbl 0909.60058
1998
Gaussian asymptotics for a non-linear Langevin type equation driven by an $$\alpha$$-stable Lévy noise. Zbl 1328.60135
2015
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
2008
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
2018
Gaussian asymptotics for a non-linear Langevin type equation driven by an $$\alpha$$-stable Lévy noise. Zbl 1328.60135
2015
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
2013
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
2009
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
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
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
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
2003
Approximation at first and second order of $$m$$-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
2003
A singular large deviations phenomenon. Zbl 0993.60025
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard
2001
Abel transform and integrals of Bessel local times. Zbl 0937.60080
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc
1999
Singularities of hypoelliptic Green functions. Zbl 0909.60058
1998
Hölder norms and the support theorem for diffusions. Zbl 0814.60075
Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel
1994
Normes hölderiennes et support des diffusions. (Hölder norms and the support theorem for diffusions). Zbl 0768.60067
1993
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#### 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
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#### Cited in 27 Fields

 136 Probability theory and stochastic processes (60-XX) 14 Partial differential equations (35-XX) 12 Numerical analysis (65-XX) 8 Ordinary differential equations (34-XX) 7 Systems theory; control (93-XX) 6 Statistics (62-XX) 5 Real functions (26-XX) 5 Measure and integration (28-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Potential theory (31-XX) 3 Functional analysis (46-XX) 3 Operator theory (47-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Quantum theory (81-XX) 2 Associative rings and algebras (16-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Combinatorics (05-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX)