Gaussian limits for vector-valued multiple stochastic integrals G Peccati, CA Tudor Séminaire de Probabilités XXXVIII, 247-262, 2005 | 259 | 2005 |

Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127 (2), 186-204, 2003 | 227 | 2003 |

On bifractional Brownian motion F Russo, CA Tudor Stochastic Processes and their applications 116 (5), 830-856, 2006 | 158 | 2006 |

Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens The Annals of Statistics 35 (3), 1183-1212, 2007 | 139 | 2007 |

Central and non-central limit theorems for weighted power variations of fractional Brownian motion I Nourdin, D Nualart, CA Tudor Annales de l'IHP Probabilités et statistiques 46 (4), 1055-1079, 2010 | 132 | 2010 |

Analysis of the Rosenblatt process CA Tudor ESAIM: Probability and statistics 12, 230-257, 2008 | 121 | 2008 |

Analysis of variations for self-similar processes: A stochastic calculus approach C Tudor Springer Science & Business Media, 2013 | 102 | 2013 |

Sample path properties of bifractional Brownian motion CA Tudor, Y Xiao Bernoulli 13 (4), 1023-1052, 2007 | 90 | 2007 |

Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens The Annals of Probability 37 (6), 2093-2134, 2009 | 89 | 2009 |

Tanaka formula for the fractional Brownian motion L Coutin, D Nualart, CA Tudor Stochastic processes and their applications 94 (2), 301-315, 2001 | 76 | 2001 |

Wiener integrals with respect to the Hermite process and a non-central limit theorem M Maejima, CA Tudor Stochastic analysis and applications 25 (5), 1043-1056, 2007 | 70 | 2007 |

Wiener integrals, Malliavin calculus and covariance measure structure I Kruk, F Russo, CA Tudor Journal of Functional Analysis 249 (1), 92-142, 2007 | 69 | 2007 |

The stochastic heat equation with a fractional-colored noise: existence of the solution R Balan, C Tudor arXiv preprint math/0703088, 2007 | 51 | 2007 |

Multidimensional bifractional Brownian motion: Itô and Tanaka formulas C Tudor, K Es-Sebaiy arXiv preprint math/0703087, 2007 | 50 | 2007 |

The stochastic wave equation with fractional noise: A random field approach RM Balan, CA Tudor Stochastic processes and their applications 120 (12), 2468-2494, 2010 | 47 | 2010 |

On the distribution of the Rosenblatt process M Maejima, CA Tudor Statistics & probability letters 83 (6), 1490-1495, 2013 | 46 | 2013 |

Itô formula and local time for the fractional Brownian sheet C Tudor, F Viens Electronic journal of probability 8, 2003 | 46 | 2003 |

Stein’s method for invariant measures of diffusions via Malliavin calculus S Kusuoka, CA Tudor Stochastic Processes and their Applications 122 (4), 1627-1651, 2012 | 45 | 2012 |

A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter JM Bardet, CA Tudor Stochastic Processes and their Applications 120 (12), 2331-2362, 2010 | 45 | 2010 |

Stochastic heat equation with multiplicative fractional-colored noise RM Balan, CA Tudor Journal of Theoretical Probability 23 (3), 834-870, 2010 | 44 | 2010 |