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Ivan Nourdin
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Normal approximations with Malliavin calculus: from Stein's method to universality
I Nourdin, G Peccati
Cambridge University Press, 2012
8762012
Stein’s method on Wiener chaos
I Nourdin, G Peccati
Probability Theory and Related Fields 145, 75-118, 2009
4352009
Selected aspects of fractional Brownian motion
I Nourdin
Springer, 2012
3252012
Multivariate normal approximation using Stein's method and Malliavin calculus
I Nourdin, G Peccati, A RÚveillac
Annales de l'IHP ProbabilitÚs et statistiques 46 (1), 45-58, 2010
1592010
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
I Nourdin, D Nualart, CA Tudor
Annales de l'IHP ProbabilitÚs et statistiques 46 (4), 1055-1079, 2010
1442010
Density formula and concentration inequalities with Malliavin calculus
I Nourdin, F Viens
1302009
-order integrals and generalized It˘’s formula ; the case of a fractional brownian motion with any Hurst index
M Gradinaru, I Nourdin, F Russo, P Vallois
Annales de l'IHP ProbabilitÚs et statistiques 41 (4), 781-806, 2005
1242005
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
I Nourdin, G Peccati, G Reinert
1222010
Stein’s method, logarithmic Sobolev and transport inequalities
M Ledoux, I Nourdin, G Peccati
Geometric and Functional Analysis 25, 256-306, 2015
1142015
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, 871-899, 2007
1142007
Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields
I Nourdin, G Peccati
1112009
Convergence in total variation on Wiener chaos
I Nourdin, G Poly
Stochastic Processes and their Applications 123 (2), 651-674, 2013
1082013
Noncentral convergence of multiple integrals
I Nourdin, G Peccati
1042009
The optimal fourth moment theorem
I Nourdin, G Peccati
Proceedings of the American Mathematical Society 143 (7), 3123-3133, 2015
882015
Delay equations driven by rough paths
A Neuenkirch, I Nourdin, S Tindel
872008
Wigner chaos and the fourth moment
T Kemp, I Nourdin, G Peccati, R Speicher
812012
Second order PoincarÚ inequalities and CLTs on Wiener space
I Nourdin, G Peccati, G Reinert
Journal of Functional Analysis 257 (2), 593-609, 2009
802009
Entropy and the fourth moment phenomenon
I Nourdin, G Peccati, Y Swan
Journal of Functional Analysis 266 (5), 3170-3207, 2014
742014
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
I Nourdin
732008
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
JC Breton, I Nourdin
732008
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Artikelen 1–20