Gradinaru, Mihai

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 Author ID: gradinaru.mihai Published as: Gradinaru, Mihai; Grădinaru, Mihai
 Documents Indexed: 22 Publications since 1990 Reviewing Activity: 133 Reviews Co-Authors: 15 Co-Authors with 21 Joint Publications 552 Co-Co-Authors
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Co-Authors

 1 single-authored 5 Nourdin, Ivan 4 Ben Arous, Gérard 4 Vallois, Pierre 3 Roynette, Bernard 2 Eon, Richard 2 Haugomat, Tristan 2 Russo, Francesco 2 Tindel, Samy 2 Yor, Marc 1 Deaconu, Madalina 1 Debs, Pierre 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 3 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. “Babeș-Bolyai” University. Faculty of Mathematics and Physics. Research Seminars
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Fields

 20 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

15 Publications have been cited 198 times in 156 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
Approximation at first and second order of {$$m$$}-order integrals of the fractional {B}rownian motion and of certain semimartingales. Zbl 1063.60079
Gradinaru, Mihai; Nourdin, Ivan
2003
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
Gradinaru, Mihai; Nourdin, Ivan
2009
Hölder norms and the support theorem for diffusions. Zbl 0814.60075
Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel
1994
A singular large deviations phenomenon. Zbl 0993.60025
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard
2001
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
Normes hölderiennes et support des diffusions. (Hölder norms and the support theorem for diffusions). Zbl 0768.60067
Ben Arous, Gérard; Gradinaru, Mihai
1993
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
Gradinaru, Mihai; Offret, Yoann
2013
Gaussian asymptotics for a non-linear Langevin type equation driven by an $$\alpha$$-stable Lévy noise. Zbl 1328.60135
Eon, Richard; Gradinaru, Mihai
2015
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
Gradinaru, Mihai; Haugomat, Tristan
2018
Singularities of hypoelliptic Green functions. Zbl 0909.60058
Ben Arous, Gerard; Gradinaru, Mihai
1998
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process. Zbl 1472.60095
Eon, Richard; Gradinaru, Mihai
2020
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
Gradinaru, Mihai; Nourdin, Ivan
2008
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process. Zbl 1472.60095
Eon, Richard; Gradinaru, Mihai
2020
Local Skorokhod topology on the space of cadlag processes. Zbl 1414.60003
Gradinaru, Mihai; Haugomat, Tristan
2018
Gaussian asymptotics for a non-linear Langevin type equation driven by an $$\alpha$$-stable Lévy noise. Zbl 1328.60135
Eon, Richard; Gradinaru, Mihai
2015
Existence and asymptotic behaviour of some time-inhomogeneous diffusions. Zbl 1267.60091
Gradinaru, Mihai; Offret, Yoann
2013
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
Gradinaru, Mihai; Nourdin, Ivan
2009
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
Gradinaru, Mihai; Nourdin, Ivan
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 {B}rownian motion and of certain semimartingales. Zbl 1063.60079
Gradinaru, Mihai; Nourdin, Ivan
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
Ben Arous, Gerard; Gradinaru, Mihai
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
Ben Arous, Gérard; Gradinaru, Mihai
1993
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Cited by 192 Authors

 18 Yan, Litan 11 Nualart, David 9 Nourdin, Ivan 7 Russo, Francesco 6 Gradinaru, Mihai 6 Sun, Xichao 6 Unterberger, Jérémie M. 5 Tindel, Samy 5 Tudor, Ciprian A. 5 Yu, Xianye 4 Flandoli, Franco 4 Hu, Yaozhong 4 Liu, Yanghui 4 Simpson, David John Warwick 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 Pavlyukevich, Ilya 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 Iksanov, Aleksander M. 2 Kulik, Alexey M. 2 León, Jorge A. 2 Luo, Qi 2 Magnen, Jacques 2 Naganuma, Nobuaki 2 Offret, Yoann 2 Oliveira, Maria João 2 Ondreját, Martin 2 Pigato, Paolo 2 Pilipenko, Andrey Yu. 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 Andriatahina, Jocelyn Hajaniaina 1 Attanasio, Stefano 1 Balan, Raluca M. 1 Bally, Vlad 1 Baňas, Ľubomír 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 Chaudru De Raynal, Paul-Eric 1 Chekroun, Mickaël D. 1 Chen, Yangquan 1 Collin, Orphée 1 Comets, Francis M. 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 Eon, Richard 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. ...and 92 more Authors
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Cited in 67 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 7 Stochastics 5 Probability Theory and Related Fields 4 Electronic Journal of Probability 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Stochastics and Dynamics 3 Transactions of the American Mathematical Society 3 Statistics & Probability Letters 3 Bernoulli 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 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 Probability and Mathematical Statistics 2 Stochastic Analysis and Applications 2 The Annals of Applied Probability 2 Potential Analysis 2 Annales Mathématiques Blaise Pascal 2 Electronic Communications in 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 Acta Applicandae Mathematicae 1 Annals of Operations Research 1 Journal of Nonlinear Science 1 Journal of Mathematical Sciences (New York) 1 Bulletin des Sciences Mathématiques 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 Acta Mathematica Scientia. Series B. (English Edition) 1 Milan Journal of Mathematics 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 1 Advances in Difference Equations 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 Frontiers of Mathematics in China 1 Science China. Mathematics 1 Journal of Probability and Statistics 1 Advances in Mathematics. Scientific Journal 1 Mathematics 1 Computational Methods for Differential Equations 1 Transactions of the American Mathematical Society. Series B 1 Probability, Uncertainty and Quantitative Risk
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Cited in 28 Fields

 146 Probability theory and stochastic processes (60-XX) 15 Partial differential equations (35-XX) 13 Numerical analysis (65-XX) 9 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 7 Systems theory; control (93-XX) 5 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Functional analysis (46-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Potential theory (31-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 Integral equations (45-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)