フォロー
Ivan Nourdin
タイトル
引用先
引用先
Normal approximations with Malliavin calculus: from Stein's method to universality
I Nourdin, G Peccati
Cambridge University Press, 2012
987*2012
Stein’s method on Wiener chaos
I Nourdin, G Peccati
Probability Theory and Related Fields 145, 75-118, 2009
4742009
Selected aspects of fractional Brownian motion
I Nourdin
Springer, 2012
3632012
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
1692010
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
1572010
Density formula and concentration inequalities with Malliavin calculus
I Nourdin, F Viens
1442009
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
I Nourdin, G Peccati, G Reinert
1312010
Stein’s method, logarithmic Sobolev and transport inequalities
M Ledoux, I Nourdin, G Peccati
Geometric and Functional Analysis 25, 256-306, 2015
1302015
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
1302007
-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'IHP Probabilités et statistiques 41 (4), 781-806, 2005
1262005
Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields
I Nourdin, G Peccati
1162009
Convergence in total variation on Wiener chaos
I Nourdin, G Poly
Stochastic Processes and their Applications 123 (2), 651-674, 2013
1092013
Noncentral convergence of multiple integrals
I Nourdin, G Peccati
1062009
The optimal fourth moment theorem
I Nourdin, G Peccati
Proceedings of the American Mathematical Society 143 (7), 3123-3133, 2015
982015
Second order Poincaré inequalities and CLTs on Wiener space
I Nourdin, G Peccati, G Reinert
Journal of Functional Analysis 257 (2), 593-609, 2009
982009
Delay equations driven by rough paths
A Neuenkirch, I Nourdin, S Tindel
902008
Wigner chaos and the fourth moment
T Kemp, I Nourdin, G Peccati, R Speicher
882012
Nodal statistics of planar random waves
I Nourdin, G Peccati, M Rossi
Communications in Mathematical Physics 369, 99-151, 2019
822019
Stein's method and stochastic analysis of Rademacher functionals
G Reinert, I Nourdin, G Peccati
822010
Quantitative Breuer–major theorems
I Nourdin, G Peccati, M Podolskij
Stochastic Processes and their Applications 121 (4), 793-812, 2011
812011
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20