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PREPRINTS

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PREPRINTS

1. (with M. Clausel, F. Roueff and M. Taqqu) "Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes,", 37 pages, 2011.

2. (with Jorge Clarke De la Cerda) "Least square estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet",, 12 pages, 2011 . (Extended version)

3. (with Solesne Bourguin) "Malliavin calculus and self normalized sums", 22 pages, 2011.

4. (with Makoto Maejima) "Selfsimilar processes with stationary increments in the second Wiener chaos",, 2011, 25 pages.

PUBLICATIONS

 67. (with Solesne Bourguin) "Cramer theorem for Gamma random variables", 2010, to appear in Electronic Communications in Probability.

 66. (with Anthony Reveillac and Michael Stauch) "Hermite variations of the fractional Brownian sheet", 2010, to appear in Stochastics and Dynamics.

 65. (with Ionut Florescu) "Estimation of the long memory parameter in stochastic volatility models by quadratic variations", 2010, 17 pages, to appear in Random Operators and Stochastic Equations (special volume)

 64. (with Marianne Clausel, Francois Roueff and Murad Taqqu) "Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory", 26 pages, 2010, to appear in Applied and Computation Harmonic Analysis.

 63. (with Solesne Bourguin) "Berry-Ess\’een Bounds for Long Memory Moving Averages via Stein’s Method and Malliavin Calculus", 2010, 30 pages, to appear in Stochastic Analysis and Applications.

 62. "Kernel density estimation, local times and chaos expansion", 2010, 13 pages, to appear in Springer Special Volume, Stochastic Processes and Probability".

 61. (with Stefano Bonaccorsi) "Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise", 26 pages, to appear in Journal of Dynamics and Differential Equations.

 60. "On the structure of Gaussian random variables", 2009, 15 pages, to appear in Revue Roumaine de Mathematiques Pures et Appliquees.

 59. (with Solesne Bourguin) "Asymptotic theory for fractional regression models via Malliavin calculus", to appear in Journal of Theoretical Probability.

 58. (with Karine Bertin and Soledad Torres) "Drift parameter estimation in fractional diffusions, martingales and random walks", , 2010, to appear in Statistics and Probability Letters.

 57. (with Raluca Balan) "The Stochastic Wave Equation with Fractional Noise : a random field approach", 2010, Stochastic Processes and their Applications, 120, 2468-2492.

 56. (with Jean-Marc Bardet) "A wavelet analysis of the Rosenblatt process : chaos expansion and estimation of the self-similarity parameter", 2010, Stochastic Processes and their Applications. 120, 2331-2362.

 55. "Asymptotic Cramer theorem and analysis on Wiener space. ", 2010, Seminaire de Probabilites, Lecture Notes in Mathematics.

 54. (with Alexandra Chronopulou et Frederi Viens) "Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes", to appear in Communications on Stochastic Analysis. .

 53. with Xavier Bardina and Khalifa Es-Sebaiy) "Approximation of the finite dimensional distributions of multiple fractional integrals", 2010, to appear in Journal of Mathematical Analysis and Applications, 369(2), 694-711.

 52. (with Karine Bertin and Soledad Torres) "Maximum likelihood estimators and random walks in long memory models, 2009, to appear in Statistics (A journal of Theoretical and Applied Statistics).

 51. (with Alexandra Chronopulou et Frederi Viens) "Variations and Hurst index estimation for a Rosenblatt process using longer filters", 2009, Electronic Journal of Statistics, 3, 1393-1435.

 50. (with Ivan Nourdin and David Nualart) "Central and Non-Central limit theorems for weigted power variations of fractional Brownian motion", 2009, to appear in Annales de l’Institut Henri Poincaré-Probabilités et Statistiques.

 49. (with Khalifa Es-Sebaiy) " Non-central limit theorem for the cubic variation of a class of selfsimilar stochastic processes", 2010, Theory of Probability and its Applications, 55(3), 1-23.

 48. (with Raluca Balan) "Stochastic Heat Equation with Multiplicative Fractional-Colored Noise", 2009, Journal of Theoretical Probability, 23, 834-870.

 47. "Hsu-Robbins and Spitzer’s theorems for the variations of fractional Brownian motion", 2009, Electronic Communications in Probability, 14, 278-289.

 46. (with Franco Flandoli) "Brownian and fractional Brownian stochastic currents via Malliavin calculus", 2009, to appear in Journal of Functional Analysis

 45. (with Alexandra Chronolopoulou and Frederi Viens) "Application of Malliavin calculus and analysis on Wiener space to long-memory parameter estimation for non-Gaussian processes",
2009, C.R.A.S. Mathematiques, vol. 347 (11-12), pag. 663-666.

 44. (with Frederi Viens) "Variations and estimators for the selfsimilarity order through Malliavin calculus", 2009, The Annals of Probability, 37(6), 2093-2134 .

 43. (with Khalifa Es-Sebaiy, Youssef Ouknine and David Nualart) "Occupation densities for certain processes related to fractional Brownian motion", 2010, Stochastics, 82(1-3), 133-147.

 42. (with Xavier Bardina and Maria Jolis) "On the convergence to the multiple Wiener-Ito integral", 2009, Bulletin des Sciences Mathematiques, vol. 133, pag. 257-271.

- 41. (with Frederi Viens)) "Variations of the fractional Brownian motion via Malliavin calculus", 2009, Proceedings of the JMASA Conference (Safi, Maroc, juin 2008) to appear in Australian Journal of Mathematical Analysis and Applications.

 40. (with Makoto Maejima) "Limits of bifractional noises" , 2008, Communications on Stochastic Analysis, vol. 3, 369-383.

 39. (with Raluca M. Balan) "The stochastic heat equation with a fractional colored noise : existence of the solution", ALEA (Latin American Journal of Probability and Statistics) , 2008, vol. 4, pag. 57-87. See also here in the appendix a partial correction

 38. (with Soledad Torres) "Donsker theorem for the Rosenblatt process and a binary market model", 2009, Stochastic Analysis and Applications, 27(3), pag. 555-573.

 37. (with Khalifa Es-Sebaiy) "Levy processes and Ito-Skorohod integrals", 2008, Theory of Stochastic Processes, vol. 14 (2), pag. 10-18. Proceedings of the conference "Skorohod space conference", Kyiv, June 2007.

 36. "Analysis of the Rosenblatt process", 2008, ESAIM-Probability and Statistics, 12, 230-257.

 35. (with Tommi Sottinen) "Parameter estimation for stochastic equations with fractional Brownian sheet", 2007, Statistical Inference for Stochastic Processes, to appear

 34. (with Khalifa Es-Sebaiy) "Multidimensional Ito and Tanaka formula for the bifractional Brownian motion", 2007, Stochastics and Dynamics, 3, pag. 365-388.

 33. (with Ida Kruk and Francesco Russo) "Wiener integrals, Malliavin calculus and covariance measure structure", 2007, Journal of Functional Analysis, 249, pag. 92-142.

 32. (with Makoto Maejima) "Wiener integrals and a Non Central limit theorem for Hermite processes", 2007, Stochastic Analysis and Applications, 25(5), pag. 1043-1056.

 31. (with Yimin Xiao) "Sample path properties of the bifractional Brownian
motion", 2007, Bernoulli, 13(4), pag. 1023-1052.

 30. (with Giovanni Peccati) "Anticipating integrals and martingales on the Poisson space" , 2007, Random Operators and Stochastic Equations, to appear.

 29. (with Frederi Viens) "Statistical Aspects of the Fractional Stochastic Calculus", 2007, The Annals of Statistics, 25(5), pag. 1183-1212.

 28. (with Xavier Bardina) "The law of a double integral with two independent fractional Brownian motions", 2006, Boletin de la Sociedad Matematica Mexicana, to appear.

 27. (with Frederi Viens) "Ito formula for the two-parameter fractional Brownian motion using the extended divergence integral", 2006, Stochastics, 78(6), pag. 443-462.

 26. (with M. Eddahbi, R. Lacayo, J.L. Sole , J. Vives) "Renormalization of the local time for the d-dimensional fractional Brownian motion with N parameters", 2005, Nagoya Mathematical Journal, to appear, prepub SAMOS

 25. (with Ivan Nourdin) "Some linear stochastic fractional equations", Stochastics and Stochastics Reports", 2006, 78(2), pag. 51-65.

 24. (with Francesco Russo) "On the bifractional Brownian motion ", Stochastic Processes and their Applications, 2006, 116(5), pag. 830-856.

 23. (with Tommi Sottinen) "On the equivalence of multiparameter Gaussian processes", Journal of Theoretical Probability, 2006, 19(2), pag. 461-485.

 22 ."Ito formula for the infinite-dimensional fBm", Journal of Mathematics of Kyoto University, 2005, 45 (3), pag. 531-546.

 21. (with Giovanni Peccati and Michele Thieullen) "Martingale structure for Skorohod integral processes", The Annals of Probability, 2006, 34(3), pag. 1217-1239.

 20. (with Brahim Boufoussi) "Kramers-Smoluchowski approximation for stochastic equations with fBm", 2005. Revue Roumaine de Mathematique Pures et Appliquees, Tome 50 (2).

 19. (with Giovanni Peccati) "Gaussian limits for vector-valued multiple stochastic integrals", 2004, Seminaire de Probabilites, Lecture Notes in Mathematics, XXXIII.

 18. (with Nathalie Eisenbaum) "On squared fractional Brownian motions", 2004, Seminaire de Probabilites, Lecture Notes in Mathematics, XXXVIII.

 17. " Ito-Skorohod stochastic equations and applications to finance", Journal of Applied Mathematics and Stochastic Analysis, 4, pag. 359-369.

 16. (with Samy Tindel and Frederi Viens) "Sharp Gaussian regularity on the circle and application to the fractional stochastic heat equation", Journal of Functional Analysis, 2004, 217(2), pag. 280-313.

 15. (with Soledad Torres) "The Euler scheme for a class of anticipating equations", Random Operators and Stochastic Equations, 2004, 12(3), pag. 211-224.

 14." Martingale type stochastic calculus for anticipating integrals", Bernoulli, 2004, 10(2), pag. 315-323.

 13. (with M. Eddahbi, R. Lacayo, J.L. Sole and J. Vives) "Regularity and asymptotic behavior for the local time of the d-dimensional fBm with N parameters", 2002, Stochastic Analysis and Applications, to appear.

 12. (with Frederi Viens) "Itô formula and local time for the fractional Brownian sheet, 2003 (8), paper 14, pag. 1-31.

 11. (with Xavier Bardina and Maria Jolis) "Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes", Statistics and Probability Letters, 2003, 65(4), pag. 317-329.

 10. (with Samy Tindel and Frederi Viens) "Stochastic evolution equations with fractional Brownian motion", Probability Theory Related Fields, 2003, 127, pag. 186-204.

 9. (with Xavier Bardina and Maria Jolis) "Convergence in law to the multiple fractional integral" (PDF version), 2003, Stochastic Processes and their Applications], 105, pag. 315-344.

 8. "Weak convergence to the fractional Brownian sheet in Besov spaces", Proceedings of the 6th Braz. School of Prob., Bulletin of the Brazilian Mathematical Socierty, 2003, 34(3), pag. 1-12.

 7. (with Hassan Lakhel et Youssef Ouknine) " Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion", Stochastics and Stochastics Reports, 2002, 74(3-4), pag. 597-615.

 6. (with Josep Vives) "The indefinite Skorohod integral as integrator on the Poisson space", Random Operators and Stochastic Equations, 2002, 10(1), pag. 29-46.

 5.(with Laure Coutin and David Nualart) "The Tanaka formula for the fractional Brownian motion" (pdf), Stochastic Processes and their Applications, 2001, 94(2), 301-315.

 4. (with Josep Vives) "Anticipating Stratonovich integral with respect to the Azema’s martingale", Stochastic Analysis and Applications, 2002, 20(3), 673-692.

 3. (with Nicolas Privault) " Skorohod and pathwise stochastic calculus with respect to an-process", Random Operators and Stochastic Equations, 2000, 8(3), 201-224.

 2. "Itô type stochastic calculus for some anticipating processes driven by a Skorohod integral process", Analele Univ. Bucuresti, 1999, 48(1).

 1. (with Maria Tudor)" Pseudo almost periodic solutions for a class of SDEs.", Mathematical Reports (Bucharest), 1999, 1(51).

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PREPRINTS
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