| Normal approximations with Malliavin calculus: from Stein's method to universality I Nourdin, G Peccati Cambridge University Press, 2012 | 575 | 2012 |
| Stein’s method on Wiener chaos I Nourdin, G Peccati Probability Theory and Related Fields 145 (1-2), 75-118, 2009 | 345 | 2009 |
| Selected aspects of fractional Brownian motion I Nourdin Springer, 2012 | 202 | 2012 |
| 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 |
| Multivariate normal approximation using Stein's method and Malliavin calculus I Nourdin, G Peccati, A Réveillac Annales de l'IHP Probabilités et statistiques 46 (1), 45-58, 2010 | 120 | 2010 |
| Density formula and concentration inequalities with Malliavin calculus I Nourdin, F Viens Electronic Journal of Probability 14, 2287-2309, 2009 | 115 | 2009 |
| m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index M Gradinaru, I Nourdin, F Russo, P Vallois Annales de l'Institut Henri Poincare (B) Probability and Statistics 41 (4 …, 2005 | 107 | 2005 |
| Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion A Neuenkirch, I Nourdin Journal of Theoretical Probability 20 (4), 871-899, 2007 | 103 | 2007 |
| Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos I Nourdin, G Peccati, G Reinert The Annals of Probability 38 (5), 1947-1985, 2010 | 92 | 2010 |
| Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields I Nourdin, G Peccati The Annals of Probability 37 (6), 2231-2261, 2009 | 92 | 2009 |
| Noncentral convergence of multiple integrals I Nourdin, G Peccati The Annals of Probability 37 (4), 1412-1426, 2009 | 90 | 2009 |
| Convergence in total variation on Wiener chaos I Nourdin, G Poly Stochastic Processes and their Applications 123 (2), 651-674, 2013 | 84 | 2013 |
| Stein’s method, logarithmic Sobolev and transport inequalities M Ledoux, I Nourdin, G Peccati Geometric and Functional Analysis 25 (1), 256-306, 2015 | 72 | 2015 |
| Delay equations driven by rough paths A Neuenkirch, I Nourdin, S Tindel Electronic Journal of Probability 13, 2031-2068, 2008 | 69 | 2008 |
| Wigner chaos and the fourth moment T Kemp, I Nourdin, G Peccati, R Speicher The Annals of Probability 40 (4), 1577-1635, 2012 | 68 | 2012 |
| Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion JC Breton, I Nourdin Electronic Communications in Probability 13, 482-493, 2008 | 64 | 2008 |
| Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion I Nourdin The Annals of Probability 36 (6), 2159-2175, 2008 | 60 | 2008 |
| Entropy and the fourth moment phenomenon I Nourdin, G Peccati, Y Swan Journal of Functional Analysis 266 (5), 3170-3207, 2014 | 59 | 2014 |
| Central limit theorems for multiple Skorokhod integrals I Nourdin, D Nualart Journal of Theoretical Probability 23 (1), 39-64, 2010 | 59 | 2010 |
| Quantitative Breuer–Major theorems I Nourdin, G Peccati, M Podolskij Stochastic Processes and their Applications 121 (4), 793-812, 2011 | 57 | 2011 |
Giovanni PeccatiProfessor of Mathematics, University of LuxembourgVerified email at uni.lu
