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Mihai Gradinaru · Study
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Mihai Gradinaru
5 works
· latest 2009
· 2 institutions
cluster: provisional
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5
Citations
279
Works here
5
03
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Most cited in this library
m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
2004 · 101 citations
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$
2003 · 69 citations
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
2003 · 50 citations
Milstein’s type schemes for fractional SDEs
2009 · 33 citations
Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
2005 · 26 citations
Works
5 shown
Milstein’s type schemes for fractional SDEs
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2009
·
2 authors
·
Open access
33
citations
Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
Journal of Functional Analysis
·
2005
·
3 authors
·
Open access
26
citations
m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2004
·
4 authors
·
Open access
101
citations
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$
The Annals of Probability
·
2003
·
3 authors
·
Open access
69
citations
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Electronic Journal of Probability
·
2003
·
2 authors
·
Open access
50
citations