Publications (68)
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $H>1/2$
Sébastien Darses, Ivan Nourdin
Noncentral convergence of multiple integrals
Ivan Nourdin, Giovanni Peccati
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Ivan Nourdin, David Nualart, Ciprian Tudor
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Jean-Christophe Breton, Ivan Nourdin
Second order Poincaré inequalities and CLTs on Wiener space
Ivan Nourdin, Giovanni Peccati, Gesine Reinert
Remarks on some linear fractional stochastic equations
Ivan Nourdin, Ciprian A. Tudor
Delay equations driven by rough paths
Andreas Neuenkirch, Ivan Nourdin, Samy Tindel
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, Gamma or Beta random variables
Ivan Nourdin, Guillaume Poly
Cross-variation of Young integral with respect to long-memory fractional Brownian motions
Ivan Nourdin, Rola Zintout
Stochastic derivatives for fractional diffusions
Sébastien Darses, Ivan Nourdin
Cumulants on the Wiener Space
Ivan Nourdin, Giovanni Peccati
Stein's method meets Malliavin calculus: a short survey with new estimates
Ivan Nourdin, Giovanni Peccati
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
Hermine Biermé, Aline Bonami, Ivan Nourdin +1
Stein's method on Wiener chaos
Ivan Nourdin, Giovanni Peccati
Lectures on Gaussian approximations with Malliavin calculus
Ivan Nourdin
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Ivan Nourdin, Anthony Réveillac, Jason Swanson
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Ivan Nourdin, Jan RosiÅski
The optimal fourth moment theorem
Ivan Nourdin, Giovanni Peccati
Absolute continuity and convergence of densities for random vectors on Wiener chaos
Ivan Nourdin, David Nualart, Guillaume Poly
On the Gaussian approximation of vector-valued multiple integrals
Salim Noreddine, Ivan Nourdin
Convergence in law in the second Wiener/Wigner chaos
Ivan Nourdin, Guillaume Poly
Weak approximation of a fractional SDE
Xavier Bardina, Ivan Nourdin, Carles Rovira +1
Wigner chaos and the fourth moment
Todd Kemp, Ivan Nourdin, Giovanni Peccati +1
Multivariate normal approximation using Stein's method and Malliavin calculus
Ivan Nourdin, Giovanni Peccati, Anthony Réveillac
Stein's method, logarithmic Sobolev and transport inequalities
Michel Ledoux, Ivan Nourdin, Giovanni Peccati
Strong asymptotic independence on Wiener chaos
Ivan Nourdin, David Nualart, Giovanni Peccati
Classical and free Fourth Moment Theorems: universality and thresholds
Ivan Nourdin, Giovanni Peccati, Guillaume Poly +1
Two properties of vectors of quadratic forms in Gaussian random variables
Vladimir I. Bogachev, Egor D. Kosov, Ivan Nourdin +1
Milstein's type schemes for fractional SDEs
Mihai Gradinaru, Ivan Nourdin
Central and non-central limit theorems in a free probability setting
Ivan Nourdin, Murad Taqqu
Quantitative Breuer-Major Theorems
Ivan Nourdin, Giovanni Peccati, Mark Podolskij
A multiple stochastic integral criterion for almost sure limit theorems
Bernard Bercu, Ivan Nourdin, Murad S. Taqqu
Fisher Information and the Fourth Moment Theorem
Ivan Nourdin, David Nualart
Parameter estimation for alpha-fractional bridges
Khalifa Es-Sebaiy, Ivan Nourdin
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Jean-Christophe Breton, Ivan Nourdin, Giovanni Peccati
Weighted power variations of iterated Brownian motion
Ivan Nourdin, Giovanni Peccati
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
Ivan Nourdin
Comparison inequalities on Wiener space
Ivan Nourdin, Giovanni Peccati, Frederi Viens
Optimal control for rough differential equations
Laurent Mazliak, Ivan Nourdin
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$
Ivan Nourdin, Anthony Réveillac
An invariance principle under the total variation distance
Ivan Nourdin, Guillaume Poly
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Andreas Neuenkirch, Ivan Nourdin
Density estimates and concentration inequalities with Malliavin calculus
Ivan Nourdin, Frederi G. Viens
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Ivan Nourdin, David Nualart, Rola Zintout
Fourth Moment Theorem and q-Brownian Chaos
Aurélien Deya, Salim Noreddine, Ivan Nourdin
Yet another proof of the Nualart-Peccati criterion
Ivan Nourdin
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
Ivan Nourdin
Correcting Newton--Côtes integrals by Lévy areas
Ivan Nourdin, Thomas Simon
Trees and asymptotic developments for fractional stochastic differential equations
Andreas Neuenkirch, Ivan Nourdin, Andreas RöÃler +1
Almost sure central limit theorems on the Wiener space
Bernard Bercu, Ivan Nourdin, Murad Taqqu
Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos
Ivan Nourdin, Giovanni Peccati, Gesine Reinert
Stein's method and stochastic analysis of Rademacher functionals
Ivan Nourdin, Giovanni Peccati, Gesine Reinert
An Itô's type formula for the fractional Brownian motion in Brownian time
Ivan Nourdin, Raghid Zeineddine
Convergence in total variation on Wiener chaos
Ivan Nourdin, Guillaume Poly
Central limit theorems for multiple Skorohod integrals
Ivan Nourdin, David Nualart
Poisson approximations on the free Wigner chaos
Ivan Nourdin, Giovanni Peccati
Invariance principles for homogeneous sums of free random variables
Aurélien Deya, Ivan Nourdin
Stein's method and exact Berry--Esseen asymptotics for functionals of Gaussian fields
Ivan Nourdin, Giovanni Peccati
Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula
Larry Goldstein, Ivan Nourdin, Giovanni Peccati
Multidimensional semicircular limits on the free Wigner chaos
Ivan Nourdin, Giovanni Peccati, Roland Speicher
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Ivan Nourdin, Giovanni Peccati
Convergence of Wigner integrals to the tetilla law
Aurélien Deya, Ivan Nourdin
Entropy and the fourth moment phenomenon
Ivan Nourdin, Giovanni Peccati, Yvik Swan
On the absolute continuity of Lévy processes with drift
Ivan Nourdin, Thomas Simon
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Ivan Nourdin
Squared chaotic random variables: new moment inequalities with applications
Dominique Malicet, Ivan Nourdin, Giovanni Peccati +1
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Sébastien Darses, Ivan Nourdin, David Nualart
Universal Gaussian fluctuations of non-Hermitian matrix ensembles
Ivan Nourdin, Giovanni Peccati