The following pages link to Ivan Nourdin (Q272935):
Displayed 50 items.
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
- Asymptotic behavior of large Gaussian correlated Wishart matrices (Q2099996) (← links)
- Non-integrable stable approximation by Stein's method (Q2135202) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- Sojourn time dimensions of fractional Brownian motion (Q2174973) (← links)
- Freeness characterizations on free chaos spaces (Q2181505) (← links)
- Continuous Breuer-Major theorem: tightness and nonstationarity (Q2184814) (← links)
- Exchangeable pairs on Wiener chaos (Q2190643) (← links)
- Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
- Entropy and the fourth moment phenomenon (Q2253134) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- The functional Breuer-Major theorem (Q2291690) (← links)
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality (Q2316568) (← links)
- Phase singularities in complex arithmetic random waves (Q2316595) (← links)
- Stein's method, logarithmic Sobolev and transport inequalities (Q2339746) (← links)
- An invariance principle under the total variation distance (Q2342391) (← links)
- Fourth moments and products: unified estimates (Q2406326) (← links)
- Nodal statistics of planar random waves (Q2421535) (← links)
- Comparison inequalities on Wiener space (Q2436789) (← links)
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws (Q2447332) (← links)
- Invariance principles for homogeneous sums of free random variables (Q2448704) (← links)
- Stochastic derivatives for fractional diffusions (Q2456036) (← links)
- Dynamical properties and characterization of gradient drift diffusions (Q2461044) (← links)
- Correcting Newton-Côtes integrals by Lévy areas (Q2469648) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index (Q2485747) (← links)
- On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (Q2493853) (← links)
- On the absolute continuity of Lévy processes with drift (Q2497170) (← links)
- An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291) (← links)
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679) (← links)
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case (Q2573416) (← links)
- Almost sure limit theorems on Wiener chaos: the non-central case (Q2631803) (← links)
- Weak approximation of a fractional SDE (Q2654159) (← links)
- Small scale CLTs for the nodal length of monochromatic waves (Q2699714) (← links)
- Strong asymptotic independence on Wiener chaos (Q2789883) (← links)
- Parameter Estimation for α-Fractional Bridges (Q2841790) (← links)
- Convergence of Wigner integrals to the tetilla law (Q2863800) (← links)
- Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants (Q2863819) (← links)
- Lectures on Gaussian Approximations with Malliavin Calculus (Q2865101) (← links)
- Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs (Q2865825) (← links)
- Normal Approximations with Malliavin Calculus (Q2891288) (← links)
- Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables (Q2954053) (← links)
- Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle (Q2954236) (← links)
- OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS (Q3520439) (← links)
- (Q3526634) (← links)
- Stein's method meets Malliavin calculus: a short survey with new estimates (Q3581701) (← links)
- Differentiating σ-fields for Gaussian and shifted Gaussian processes (Q3612254) (← links)
- Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization (Q4631980) (← links)
- Restricted hypercontractivity on the Poisson space (Q5113422) (← links)
- Concentration of the Intrinsic Volumes of a Convex Body (Q5115965) (← links)