| Publication | Date of Publication | Type |
|---|
Limit theorems for \(p\)-domain functionals of stationary Gaussian fields
Electronic Journal of Probability | 2024-10-16 | Paper |
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
The Annals of Probability | 2024-03-11 | Paper |
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
The Annals of Probability | 2024-03-11 | Paper |
| Quantitative CLTs in Deep Neural Networks | 2023-07-12 | Paper |
Limit theorems for additive functionals of the fractional Brownian motion
The Annals of Probability | 2023-05-31 | Paper |
Small scale CLTs for the nodal length of monochromatic waves
Communications in Mathematical Physics | 2023-04-19 | Paper |
| Total variation bound for Hadwiger's functional using Stein's method | 2023-04-13 | Paper |
Asymptotic behavior of large Gaussian correlated Wishart matrices
Journal of Theoretical Probability | 2022-11-21 | Paper |
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Electronic Journal of Probability | 2022-10-13 | Paper |
Multivariate normal approximation on the Wiener space: new bounds in the convex distance
Journal of Theoretical Probability | 2022-09-29 | Paper |
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
Electronic Journal of Statistics | 2022-05-11 | Paper |
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency
Electronic Journal of Statistics | 2022-05-11 | Paper |
Non-integrable stable approximation by Stein's method
Journal of Theoretical Probability | 2022-05-04 | Paper |
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
Statistics & Probability Letters | 2022-01-24 | Paper |
Approximation of fractional local times: zero energy and derivatives
The Annals of Applied Probability | 2021-11-04 | Paper |
Approximation of fractional local times: zero energy and derivatives
The Annals of Applied Probability | 2021-11-04 | Paper |
Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
Journal of Theoretical Probability | 2021-07-26 | Paper |
Limit theorems for integral functionals of Hermite-driven processes
Bernoulli | 2021-07-09 | Paper |
Concentration of the intrinsic volumes of a convex body
Lecture Notes in Mathematics | 2020-08-21 | Paper |
Exchangeable pairs on Wiener chaos
(available as arXiv preprint) | 2020-06-21 | Paper |
Restricted hypercontractivity on the Poisson space
Proceedings of the American Mathematical Society | 2020-06-11 | Paper |
Continuous Breuer-Major theorem: tightness and nonstationarity
The Annals of Probability | 2020-05-29 | Paper |
Continuous Breuer-Major theorem: tightness and nonstationarity
The Annals of Probability | 2020-05-29 | Paper |
Freeness characterizations on free chaos spaces
Pacific Journal of Mathematics | 2020-05-19 | Paper |
Small Scale CLTs for the Nodal Length of Monochromatic Waves
(available as arXiv preprint) | 2020-05-13 | Paper |
| Local times and sample path properties of the Rosenblatt process | 2020-05-08 | Paper |
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
(available as arXiv preprint) | 2020-05-06 | Paper |
Sojourn time dimensions of fractional Brownian motion
Bernoulli | 2020-04-27 | Paper |
Sojourn time dimensions of fractional Brownian motion
Bernoulli | 2020-04-27 | Paper |
The functional Breuer-Major theorem
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-01-31 | Paper |
| Multivariate stable approximation in Wasserstein distance by Stein's method | 2019-11-28 | Paper |
Statistical inference for Vasicek-type model driven by Hermite processes
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
Electronic Communications in Probability | 2019-08-06 | Paper |
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
Electronic Communications in Probability | 2019-08-06 | Paper |
Phase singularities in complex arithmetic random waves
Electronic Journal of Probability | 2019-08-06 | Paper |
Phase singularities in complex arithmetic random waves
Electronic Journal of Probability | 2019-08-06 | Paper |
| The Breuer-Major Theorem in total variation: improved rates under minimal regularity | 2019-07-09 | Paper |
Nodal statistics of planar random waves
Communications in Mathematical Physics | 2019-06-17 | Paper |
Nodal statistics of planar random waves
Communications in Mathematical Physics | 2019-06-17 | Paper |
Almost sure limit theorems on Wiener chaos: the non-central case
Electronic Communications in Probability | 2019-05-16 | Paper |
Almost sure limit theorems on Wiener chaos: the non-central case
Electronic Communications in Probability | 2019-05-16 | Paper |
| Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization | 2019-04-24 | Paper |
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
(available as arXiv preprint) | 2019-04-24 | Paper |
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality
(available as arXiv preprint) | 2018-12-20 | Paper |
Weak symmetric integrals with respect to the fractional Brownian motion
The Annals of Probability | 2018-08-16 | Paper |
Weak symmetric integrals with respect to the fractional Brownian motion
The Annals of Probability | 2018-08-16 | Paper |
A Stein deficit for the logarithmic Sobolev inequality
Science China. Mathematics | 2018-02-21 | Paper |
| Fourth moments and products: unified estimates | 2017-09-27 | Paper |
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula
The Annals of Applied Probability | 2017-05-03 | Paper |
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables
High Dimensional Probability VII | 2017-01-11 | Paper |
Multivariate Gaussian approximations on Markov chaoses
Electronic Communications in Probability | 2016-08-22 | Paper |
Multivariate Gaussian approximations on Markov chaoses
Electronic Communications in Probability | 2016-08-22 | Paper |
| Cross-variation of Young integral with respect to long-memory fractional Brownian motions | 2016-07-22 | Paper |
Cross-variation of Young integral with respect to long-memory fractional Brownian motions
(available as arXiv preprint) | 2016-07-22 | Paper |
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Statistical Inference for Stochastic Processes | 2016-06-29 | Paper |
Fisher information and the fourth moment theorem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-06-27 | Paper |
Fisher information and the fourth moment theorem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-06-27 | Paper |
Classical and free fourth moment theorems: universality and thresholds
Journal of Theoretical Probability | 2016-06-27 | Paper |
Quantitative stable limit theorems on the Wiener space
The Annals of Probability | 2016-04-21 | Paper |
Quantitative stable limit theorems on the Wiener space
The Annals of Probability | 2016-04-21 | Paper |
Strong asymptotic independence on Wiener chaos
Proceedings of the American Mathematical Society | 2016-03-02 | Paper |
| Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients | 2015-12-17 | Paper |
Squared chaotic random variables: new moment inequalities with applications
Journal of Functional Analysis | 2015-12-07 | Paper |
| Multidimensional limit theorems for homogeneous sums: a general transfer principle | 2015-06-25 | Paper |
Two properties of vectors of quadratic forms in Gaussian random variables
Theory of Probability & Its Applications | 2015-06-15 | Paper |
An invariance principle under the total variation distance
Stochastic Processes and their Applications | 2015-04-28 | Paper |
The optimal fourth moment theorem
Proceedings of the American Mathematical Society | 2015-04-22 | Paper |
Stein's method, logarithmic Sobolev and transport inequalities
Geometric and Functional Analysis. GAFA | 2015-04-02 | Paper |
An Itô type formula for the fractional Brownian motion in Brownian time
Electronic Journal of Probability | 2015-02-03 | Paper |
Central and non-central limit theorems in a free probability setting
Journal of Theoretical Probability | 2014-09-26 | Paper |
Central and non-central limit theorems in a free probability setting
Journal of Theoretical Probability | 2014-09-26 | Paper |
Erratum: ``Convergence in law in the second Wiener/Wigner chaos
Electronic Communications in Probability | 2014-09-22 | Paper |
Entropy and the fourth moment phenomenon
Journal of Functional Analysis | 2014-07-25 | Paper |
Entropy and the fourth moment phenomenon
Journal of Functional Analysis | 2014-07-25 | Paper |
Invariance principles for homogeneous sums of free random variables
Bernoulli | 2014-05-05 | Paper |
Invariance principles for homogeneous sums of free random variables
Bernoulli | 2014-05-05 | Paper |
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
The Annals of Probability | 2014-04-25 | Paper |
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
The Annals of Probability | 2014-04-25 | Paper |
Comparison inequalities on Wiener space
Stochastic Processes and their Applications | 2014-02-26 | Paper |
Multi-dimensional Semicircular Limits on the Free Wigner Chaos
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Absolute continuity and convergence of densities for random vectors on Wiener chaos
Electronic Journal of Probability | 2014-01-17 | Paper |
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Convergence of Wigner integrals to the tetilla law
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Convergence of Wigner integrals to the tetilla law
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Lectures on Gaussian Approximations with Malliavin Calculus
Lecture Notes in Mathematics | 2013-11-28 | Paper |
Poisson approximations on the free Wigner chaos
The Annals of Probability | 2013-08-22 | Paper |
Poisson approximations on the free Wigner chaos
The Annals of Probability | 2013-08-22 | Paper |
Parameter estimation for \(\alpha\)-fractional bridges
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Fourth moment theorem and \(q\)-Brownian chaos
Communications in Mathematical Physics | 2013-07-26 | Paper |
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Electronic Journal of Statistics | 2013-05-27 | Paper |
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Electronic Journal of Statistics | 2013-05-27 | Paper |
| Entropy and the fourth moment phenomenon | 2013-04-04 | Paper |
Convergence in total variation on Wiener chaos
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Convergence in law in the second Wiener/Wigner chaos
Electronic Communications in Probability | 2012-10-23 | Paper |
Selected aspects of fractional Brownian motion.
Bocconi & Springer Series | 2012-10-05 | Paper |
Wigner chaos and the fourth moment
The Annals of Probability | 2012-08-17 | Paper |
Wigner chaos and the fourth moment
The Annals of Probability | 2012-08-17 | Paper |
Yet another proof of the Nualart-Peccati criterion
Electronic Communications in Probability | 2012-06-22 | Paper |
Normal approximations with Malliavin calculus. From Stein's method to universality
Cambridge Tracts in Mathematics | 2012-06-15 | Paper |
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Electronic Journal of Probability | 2011-09-09 | Paper |
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Electronic Journal of Probability | 2011-09-09 | Paper |
Stein's method and stochastic analysis of Rademacher functionals
Electronic Journal of Probability | 2011-09-09 | Paper |
Stein's method and stochastic analysis of Rademacher functionals
Electronic Journal of Probability | 2011-09-09 | Paper |
Quantitative Breuer-Major theorems
Stochastic Processes and their Applications | 2011-06-15 | Paper |
On the Gaussian approximation of vector-valued multiple integrals
Journal of Multivariate Analysis | 2011-05-23 | Paper |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Bernoulli | 2011-02-28 | Paper |
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
The Annals of Probability | 2010-09-29 | Paper |
Stein's method meets Malliavin calculus: a short survey with new estimates
(available as arXiv preprint) | 2010-09-02 | Paper |
Almost sure central limit theorems on the Wiener space
Stochastic Processes and their Applications | 2010-08-18 | Paper |
Almost sure central limit theorems on the Wiener space
Stochastic Processes and their Applications | 2010-08-18 | Paper |
Milstein's type schemes for fractional SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
Milstein's type schemes for fractional SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
Multivariate normal approximation using Stein's method and Malliavin calculus
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Multivariate normal approximation using Stein's method and Malliavin calculus
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
The Annals of Probability | 2010-05-17 | Paper |
Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
The Annals of Probability | 2010-05-17 | Paper |
Cumulants on the Wiener space
Journal of Functional Analysis | 2010-05-17 | Paper |
Cumulants on the Wiener space
Journal of Functional Analysis | 2010-05-17 | Paper |
Central limit theorems for multiple Skorokhod integrals
Journal of Theoretical Probability | 2010-04-23 | Paper |
Weak approximation of a fractional SDE
Stochastic Processes and their Applications | 2010-01-15 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Weighted power variations of iterated Brownian motion
Electronic Journal of Probability | 2009-11-20 | Paper |
Weighted power variations of iterated Brownian motion
Electronic Journal of Probability | 2009-11-20 | Paper |
Weighted power variations of iterated Brownian motion
Electronic Journal of Probability | 2009-11-20 | Paper |
Density formula and concentration inequalities with Malliavin calculus
Electronic Journal of Probability | 2009-11-20 | Paper |
Density formula and concentration inequalities with Malliavin calculus
Electronic Journal of Probability | 2009-11-20 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
Delay equations driven by rough paths
Electronic Journal of Probability | 2009-11-20 | Paper |
Stein's method on Wiener chaos
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-09-02 | Paper |
Trees and asymptotic expansions for fractional stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
Noncentral convergence of multiple integrals
The Annals of Probability | 2009-08-21 | Paper |
| Universal Gaussian fluctuations of non-Hermitian matrix ensembles | 2009-08-04 | Paper |
Second order Poincaré inequalities and CLTs on Wiener space
Journal of Functional Analysis | 2009-07-10 | Paper |
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Journal of Functional Analysis | 2009-05-12 | Paper |
| A multiple stochastic integral criterion for almost sure limit theorems | 2009-04-14 | Paper |
Differentiating σ-fields for Gaussian and shifted Gaussian processes
Stochastics | 2009-03-03 | Paper |
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\)
Bernoulli | 2009-03-02 | Paper |
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
The Annals of Probability | 2009-01-27 | Paper |
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
(available as arXiv preprint) | 2008-09-25 | Paper |
OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS
Stochastics and Dynamics | 2008-08-26 | Paper |
| Density estimates and concentration inequalities with Malliavin calculus | 2008-08-14 | Paper |
| Stochastic volatility: approximation and goodness-of-fit test | 2008-04-03 | Paper |
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Journal of Theoretical Probability | 2008-02-18 | Paper |
Correcting Newton-Côtes integrals by Lévy areas
Bernoulli | 2008-02-06 | Paper |
Correcting Newton-Côtes integrals by Lévy areas
Bernoulli | 2008-02-06 | Paper |
Dynamical properties and characterization of gradient drift diffusions
Electronic Communications in Probability | 2007-11-19 | Paper |
Dynamical properties and characterization of gradient drift diffusions
Electronic Communications in Probability | 2007-11-19 | Paper |
Stochastic derivatives for fractional diffusions
The Annals of Probability | 2007-10-17 | Paper |
| Trees and asymptotic developments for fractional stochastic differential equations | 2006-11-10 | Paper |
Some linear fractional stochastic equations
Stochastics | 2006-09-04 | Paper |
On the absolute continuity of Lévy processes with drift
The Annals of Probability | 2006-08-03 | Paper |
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Statistics & Probability Letters | 2006-06-16 | Paper |
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
Journal of Functional Analysis | 2005-11-22 | Paper |
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-06-13 | Paper |
Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
Electronic Journal of Probability | 2005-03-08 | Paper |
Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
Electronic Journal of Probability | 2005-03-08 | Paper |
Limit theorems for $p$-domain functionals of stationary Gaussian fields
(available as arXiv preprint) | N/A | Paper |
