Asymptotic results with generalized estimating equations for longitudinal data RM Balan, I Schiopu-Kratina | 66 | 2005 |

The stochastic heat equation with a fractional-colored noise: existence of the solution R Balan, C Tudor arXiv preprint math/0703088, 2007 | 64 | 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 | 61 | 2010 |

Intermittency for the wave and heat equations with fractional noise in time RM Balan, D Conus | 54 | 2016 |

Stochastic heat equation with multiplicative fractional-colored noise RM Balan, CA Tudor Journal of Theoretical Probability 23 (3), 834-870, 2010 | 54 | 2010 |

SPDEs with affine multiplicative fractional noise in space with index R Balan, M Jolis, L Quer-Sardanyons | 52 | 2015 |

The stochastic wave equation with multiplicative fractional noise: a Malliavin calculus approach RM Balan Potential Analysis 36 (1), 1-34, 2012 | 33 | 2012 |

Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition RM Balan, L Chen Journal of Theoretical Probability 31, 2216-2265, 2018 | 28 | 2018 |

A note on intermittency for the fractional heat equation RM Balan, D Conus Statistics & Probability Letters 95, 6-14, 2014 | 25 | 2014 |

SPDEs with [alpha]-stable levy noise: a random field approach RM Balan International Journal of Stochastic Analysis 2014, 2014 | 25 | 2014 |

Functional convergence of linear processes with heavy-tailed innovations R Balan, A Jakubowski, S Louhichi Journal of Theoretical Probability 29 (2), 491-526, 2016 | 23 | 2016 |

Intermittency for the hyperbolic Anderson model with rough noise in space RM Balan, M Jolis, L Quer-Sardanyons Stochastic Processes and their Applications 127 (7), 2316-2338, 2017 | 20 | 2017 |

Hyperbolic Anderson Model with space-time homogeneous Gaussian noise RM Balan, J Song arXiv preprint arXiv:1602.07004, 2016 | 20 | 2016 |

A strong invariance principle for associated random fields RM Balan | 20 | 2005 |

A Markov property for set-indexed processes RM Balan, BG Ivanoff Journal of Theoretical Probability 15, 553-588, 2002 | 18 | 2002 |

Linear SPDEs driven by stationary random distributions RM Balan Journal of Fourier Analysis and Applications 18 (6), 1113-1145, 2012 | 17 | 2012 |

Integration with respect to Lévy colored noise, with applications to SPDEs RM Balan Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 15 | 2015 |

The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications RM Balan, D Nualart, L Quer-Sardanyons, G Zheng Stochastics and Partial Differential Equations: Analysis and Computations 10 …, 2022 | 14 | 2022 |

Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise RM Balan, L Quer-Sardanyons, J Song Acta Mathematica Scientia 39 (3), 717-730, 2019 | 14 | 2019 |

Convergence of point processes with weakly dependent points RM Balan, S Louhichi Journal of Theoretical Probability 22, 955-982, 2009 | 14 | 2009 |