Research grant PNII-ID-PCCE-2011-2-0015

Stochastic Analysis and Parameter Estimation in Systems with memory

Conferences and Talks

Events organized

  1. Stochastic Analysis and Applications
    Transilvania University of Brasov, July 24-27, 2016.
    Organizers: Ciprian A. Tudor and Mihai N. Pascu
  2. Stochastic Analysis and Applications
    ASE Bucharest, December 17-18, 2014.
    Organizers: Ciprian A. Tudor and Mihai N. Pascu
  3. Workshop on Stochastic analysis
    ASE Bucharest, October 7, 2013
    Organizers: Ciprian A. Tudor and Maria Tudor
  4. PDEs and Stochastic Processes - A Workshop Series on Mathematics
    Transilvania University of Brasov, November 10, 2012.
    Organizers: Ciprian A. Tudor and Mihai N. Pascu

Presentations at conferences

  1. M. N. Pascu, Fixed-distance Brownian couplings on constant curvature manifolds
    Colloque Franco-Roumain en Theorie des Probabilites, IMAR, Bucharest, Romania, October 30 - Novermber 1, 2015 .
  2. M. N. Pascu, Brownian couplings and Applications
    8th Congress of Romanian Mathematicians, Alexandru Ioan Cuza University of Iasi, Iasi, Romania, July 26 - June 1, 2015.
  3. M. N. Pascu, Brownian couplings and applications
    6th International Conference on Stochastic Analysis and Its Applications, Banach Center Conferences, Bedlewo, Poland, 9 - 15 September 2012.
  4. M. N. Pascu, Brownian couplings and applications
    PDEs and Stochastic Processes, University of Pitesti, Pitesti, Romania, 12 - 14 October, 2012,
  5. M. N. Pascu, K. Burdzy (organizers)
    Special session on Probability and Its Relation to Other fields of Mathematics
    Joint International Meeting of the American Mathematical Society and the Romanian Mathematical Society , Alba Iulia, Romania, "1 Decembrie 1918" University of Alba Iulia, 27 - 30 June 2013.
  6. C. Tudor, Stein's method for invariant measures of diffusions via Malliavin calculus
    STAN Days (Stochastic Analysis Days), Nancy, France, 9 - 11 May, 2012.
  7. C. Tudor, On the Fractional-colored Wave Equation: Regularity of the Solution and Hitting Probabilities
    Stochastic Analysis and Applications, Lausanne, Switzerland, 4 - 8 June 2012.
  8. C. Tudor, Multifractal processes and fractional Brownian motion
    The 4th conference in Modeling High Frequency Data in Finance, Hoboken, NJ, U.S.A, 19 - 22 July, 2012.

Presentations at various seminars and colloquia (invited talks)

  1. C. Tudor, Cimfav, Universidad de Valparaiso, Chili (July 2012)
  2. C. Tudor, CMM, Universidad ce Chile, Santiago (August 2012)
  3. C. Tudor, Ritsumeikan University, Japan (October and November 2012)
  4. C. Tudor, Probability Seminar, Purdue U.S.A. (January 2013)
  5. C. Tudor, Computational Finance Seminar, Purdue, U.S.A. (February 2013)
  6. C. Tudor, Statistics Research Colloquium, Purdue, U.S.A. (February 2013)
  7. C. Tudor, University of Kansas, U.S.A. (April 2013)
  8. C. Tudor, University of Michigan, U.S.A. (April 2013)