# zbMATH — the first resource for mathematics

## Nourdin, Ivan

Compute Distance To:
 Author ID: nourdin.ivan Published as: Nourdin, I.; Nourdin, Ivan External Links: MGP
 Documents Indexed: 96 Publications since 2003, including 2 Books
all top 5

#### Co-Authors

 7 single-authored 38 Peccati, Giovanni 11 Nualart, David 11 Poly, Guillaume 5 Darses, Sébastien 5 Gradinaru, Mihai 4 Tindel, Samy 3 Deya, Aurélien 3 Neuenkirch, Andreas 3 Reinert, Gesine D. 3 Réveillac, Anthony 3 Simon, Thomas 2 Breton, Jean-Christophe 2 Campese, Simon 2 Ledoux, Michel 2 Noreddine, Salim 2 Rossi, Maurizia 2 Simone, Rosaria 2 Speicher, Roland 2 Taqqu, Murad S. 2 Tudor, Ciprian A. 2 Viens, Frederi G. 2 Yang, Xiaochuan 2 Zheng, Guangqu 2 Zintout, Rola 1 Azmoodeh, Ehsan 1 Bardina, Xavier 1 Bercu, Bernard 1 Biermé, Hermine 1 Binotto, Giulia 1 Bogachev, Vladimir Igorevich 1 Bonami, Aline 1 Bourguin, Solesne 1 Dalmao, Federico 1 Diu Tran, T. T. 1 Es-Sebaiy, Khalifa 1 Goldstein, Larry Joel 1 Haouala, Ezzedine 1 Kemp, Todd A. 1 Kosov, Egor D. 1 Lechiheb, Atef 1 Lotz, Martin 1 Malicet, Dominique 1 Mazliak, Laurent 1 McCoy, Michael B. 1 Podolskij, Mark 1 Rosiński, Jan 1 Rößler, Andreas 1 Rovira, Carles 1 Russo, Francesco 1 Seuret, Stéphane 1 Swan, Yvik C. 1 Swanson, Jason 1 Tropp, Joel A. 1 Vallois, Pierre 1 Zeineddine, Raghid
all top 5

#### Serials

 13 The Annals of Probability 9 Electronic Journal of Probability 8 Electronic Communications in Probability 7 Stochastic Processes and their Applications 6 Journal of Functional Analysis 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Bernoulli 4 Journal of Theoretical Probability 3 Proceedings of the American Mathematical Society 3 Probability and Mathematical Statistics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Communications in Mathematical Physics 2 Probability Theory and Related Fields 2 Stochastics 1 Theory of Probability and its Applications 1 Journal of Multivariate Analysis 1 Pacific Journal of Mathematics 1 Statistics & Probability Letters 1 The Annals of Applied Probability 1 Geometric and Functional Analysis. GAFA 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Statistical Inference for Stochastic Processes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics 1 Cambridge Tracts in Mathematics 1 Electronic Journal of Statistics 1 Science China. Mathematics 1 Bocconi & Springer Series
all top 5

#### Fields

 94 Probability theory and stochastic processes (60-XX) 12 Functional analysis (46-XX) 7 Statistics (62-XX) 3 Real functions (26-XX) 3 Information and communication theory, circuits (94-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX)

#### Citations contained in zbMATH Open

89 Publications have been cited 1,567 times in 707 Documents Cited by Year
Normal approximations with Malliavin calculus. From Stein’s method to universality. Zbl 1266.60001
Nourdin, Ivan; Peccati, Giovanni
2012
Stein’s method on Wiener chaos. Zbl 1175.60053
Nourdin, Ivan; Peccati, Giovanni
2009
Selected aspects of fractional Brownian motion. Zbl 1274.60006
Nourdin, Ivan
2012
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
$$m$$-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
2005
Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066
Nourdin, Ivan; Viens, Frederi G.
2009
Stein’s method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Zbl 1196.60034
Nourdin, Ivan; Peccati, Giovanni
2009
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043
Neuenkirch, Andreas; Nourdin, Ivan
2007
Convergence in total variation on Wiener chaos. Zbl 1259.60029
Nourdin, Ivan; Poly, Guillaume
2013
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
2010
Delay equations driven by rough paths. Zbl 1190.60046
Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy
2008
Noncentral convergence of multiple integrals. Zbl 1171.60323
Nourdin, Ivan; Peccati, Giovanni
2009
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Zbl 1246.60039
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine
2010
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. Zbl 1155.60010
Nourdin, Ivan
2008
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008
Nourdin, Ivan; Simon, Thomas
2006
Stein’s method, logarithmic Sobolev and transport inequalities. Zbl 1350.60013
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni
2015
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084
Breton, Jean-Christophe; Nourdin, Ivan
2008
The optimal fourth moment theorem. Zbl 1317.60021
Nourdin, Ivan; Peccati, Giovanni
2015
Wigner chaos and the fourth moment. Zbl 1277.46033
Kemp, Todd; Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland
2012
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case $$H=1/4$$. Zbl 1200.60023
Nourdin, Ivan; Réveillac, Anthony
2009
Entropy and the fourth moment phenomenon. Zbl 1292.94010
Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik
2014
Second order Poincaré inequalities and CLTs on Wiener space. Zbl 1186.60047
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine
2009
Weighted power variations of iterated Brownian motion. Zbl 1193.60028
Nourdin, Ivan; Peccati, Giovanni
2008
Cumulants on the Wiener space. Zbl 1203.60064
Nourdin, Ivan; Peccati, Giovanni
2010
Quantitative Breuer-Major theorems. Zbl 1225.60045
Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark
2011
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
2009
Approximation at first and second order of $$m$$-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
2003
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. Zbl 1225.60089
Nourdin, Ivan; Réveillac, Anthony; Swanson, Jason
2010
Stein’s method and stochastic analysis of Rademacher functionals. Zbl 1225.60046
Reinert, Gesine D.; Nourdin, Ivan; Peccati, Giovanni
2010
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026
Nourdin, Ivan; Rosiński, Jan
2014
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants. Zbl 1277.60046
Biermé, Hermine; Bonami, Aline; Nourdin, Ivan; Peccati, Giovanni
2012
Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017
Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S.
2009
Stein’s method meets Malliavin calculus: a short survey with new estimates. Zbl 1203.60065
Nourdin, Ivan; Peccati, Giovanni
2010
Nodal statistics of planar random waves. Zbl 1431.60025
Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia
2019
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
2013
Lectures on Gaussian approximations with Malliavin calculus. Zbl 1291.60048
Nourdin, Ivan
2013
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Zbl 1326.62065
Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni
2009
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. Zbl 1148.60034
Nourdin, Ivan
2008
On the absolute continuity of Lévy processes with drift. Zbl 1099.60045
Nourdin, Ivan; Simon, Thomas
2006
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. Zbl 1075.60073
Nourdin, Ivan
2005
Fourth moment theorem and $$q$$-Brownian chaos. Zbl 1278.46054
Deya, Aurélien; Noreddine, Salim; Nourdin, Ivan
2013
Convergence of Wigner integrals to the tetilla law. Zbl 1285.46053
Deya, Aurélien; Nourdin, Ivan
2012
Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. Zbl 1084.60039
Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy
2005
Parameter estimation for $$\alpha$$-fractional bridges. Zbl 1268.62099
Es-Sebaiy, Khalifa; Nourdin, Ivan
2013
Convergence in law in the second Wiener/Wigner chaos. Zbl 1261.60030
Nourdin, Ivan; Poly, Guillaume
2012
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. Zbl 1276.60026
Nourdin, Ivan; Peccati, Giovanni
2010
Phase singularities in complex arithmetic random waves. Zbl 07089009
Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia
2019
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula. Zbl 1379.60011
Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni
2017
Almost sure central limit theorems on the Wiener space. Zbl 1219.60020
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S.
2010
Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047
Nourdin, Ivan; Simon, Thomas
2007
Multi-dimensional semicircular limits on the free Wigner chaos. Zbl 1295.46046
Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland
2013
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
2010
Some linear fractional stochastic equations. Zbl 1102.60050
Nourdin, Ivan; Tudor, Ciprian A.
2006
Classical and free fourth moment theorems: universality and thresholds. Zbl 1356.60037
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
An invariance principle under the total variation distance. Zbl 1321.60065
Nourdin, Ivan; Poly, Guillaume
2015
Poisson approximations on the free Wigner chaos. Zbl 1281.46057
Nourdin, Ivan; Peccati, Giovanni
2013
On the Gaussian approximation of vector-valued multiple integrals. Zbl 1274.60072
Noreddine, Salim; Nourdin, Ivan
2011
A Stein deficit for the logarithmic Sobolev inequality. Zbl 1381.60064
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni
2017
Yet another proof of the Nualart-Peccati criterion. Zbl 1253.60068
Nourdin, Ivan
2011
Statistical inference for vasicek-type model driven by Hermite processes. Zbl 07107462
Nourdin, Ivan; Tran, T. T. Diu
2019
Central and non-central limit theorems in a free probability setting. Zbl 1314.46077
2014
Invariance principles for homogeneous sums of free random variables. Zbl 1292.60041
Deya, Aurélien; Nourdin, Ivan
2014
Weak approximation of a fractional SDE. Zbl 1181.60082
Bardina, X.; Nourdin, I.; Rovira, C.; Tindel, S.
2010
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4. Zbl 1162.60010
Nourdin, Ivan
2009
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
2018
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065
Darses, Sébastian; Nourdin, Ivan
2007
Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 07088975
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan
2019
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Zbl 1411.60039
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine
2018
Multivariate Gaussian approximations on Markov chaoses. Zbl 1345.60012
Campese, Simon; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume
2016
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036
Nourdin, Ivan; Nualart, David; Zintout, Rola
2016
Squared chaotic random variables: new moment inequalities with applications. Zbl 1355.60013
Malicet, Dominique; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume
2016
An Itô type formula for the fractional Brownian motion in Brownian time. Zbl 1307.60041
Nourdin, Ivan; Zeineddine, Raghid
2014
Comparison inequalities on Wiener space. Zbl 1282.60032
Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G.
2014
Erratum: “Convergence in law in the second Wiener/Wigner chaos”. Zbl 1298.60032
Nourdin, Ivan; Poly, Guillaume
2012
Optimal control for rough differential equations. Zbl 1191.49004
Mazliak, Laurent; Nourdin, Ivan
2008
Stochastic derivatives for fractional diffusions. Zbl 1208.60033
Darses, Sébastien; Nourdin, Ivan
2007
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 07206755
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041
Azmoodeh, Ehsan; Nourdin, Ivan
2019
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, gamma or beta random variables. Zbl 1382.60012
Nourdin, Ivan; Poly, Guillaume
2016
Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067
Nourdin, Ivan; Zintout, Rola
2016
Two properties of vectors of quadratic forms in Gaussian random variables. Zbl 1320.60040
Bogachev, V. I.; Kosov, E. D.; Nourdin, I.; Poly, G.
2015
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $$H>1/2$$. Zbl 1158.60025
Darses, Sébastien; Nourdin, Ivan
2008
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
2008
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 07206755
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Nodal statistics of planar random waves. Zbl 1431.60025
Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia
2019
Phase singularities in complex arithmetic random waves. Zbl 07089009
Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia
2019
Statistical inference for vasicek-type model driven by Hermite processes. Zbl 07107462
Nourdin, Ivan; Tran, T. T. Diu
2019
Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 07088975
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan
2019
Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041
Azmoodeh, Ehsan; Nourdin, Ivan
2019
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
2018
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Zbl 1411.60039
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine
2018
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula. Zbl 1379.60011
Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni
2017
A Stein deficit for the logarithmic Sobolev inequality. Zbl 1381.60064
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni
2017
Classical and free fourth moment theorems: universality and thresholds. Zbl 1356.60037
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. Zbl 1356.60038
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Multivariate Gaussian approximations on Markov chaoses. Zbl 1345.60012
Campese, Simon; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume
2016
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036
Nourdin, Ivan; Nualart, David; Zintout, Rola
2016
Squared chaotic random variables: new moment inequalities with applications. Zbl 1355.60013
Malicet, Dominique; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume
2016
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, gamma or beta random variables. Zbl 1382.60012
Nourdin, Ivan; Poly, Guillaume
2016
Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067
Nourdin, Ivan; Zintout, Rola
2016
Stein’s method, logarithmic Sobolev and transport inequalities. Zbl 1350.60013
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni
2015
The optimal fourth moment theorem. Zbl 1317.60021
Nourdin, Ivan; Peccati, Giovanni
2015
An invariance principle under the total variation distance. Zbl 1321.60065
Nourdin, Ivan; Poly, Guillaume
2015
Two properties of vectors of quadratic forms in Gaussian random variables. Zbl 1320.60040
Bogachev, V. I.; Kosov, E. D.; Nourdin, I.; Poly, G.
2015
Entropy and the fourth moment phenomenon. Zbl 1292.94010
Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik
2014
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026
Nourdin, Ivan; Rosiński, Jan
2014
Central and non-central limit theorems in a free probability setting. Zbl 1314.46077
2014
Invariance principles for homogeneous sums of free random variables. Zbl 1292.60041
Deya, Aurélien; Nourdin, Ivan
2014
An Itô type formula for the fractional Brownian motion in Brownian time. Zbl 1307.60041
Nourdin, Ivan; Zeineddine, Raghid
2014
Comparison inequalities on Wiener space. Zbl 1282.60032
Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G.
2014
Convergence in total variation on Wiener chaos. Zbl 1259.60029
Nourdin, Ivan; Poly, Guillaume
2013
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
2013
Lectures on Gaussian approximations with Malliavin calculus. Zbl 1291.60048
Nourdin, Ivan
2013
Fourth moment theorem and $$q$$-Brownian chaos. Zbl 1278.46054
Deya, Aurélien; Noreddine, Salim; Nourdin, Ivan
2013
Parameter estimation for $$\alpha$$-fractional bridges. Zbl 1268.62099
Es-Sebaiy, Khalifa; Nourdin, Ivan
2013
Multi-dimensional semicircular limits on the free Wigner chaos. Zbl 1295.46046
Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland
2013
Poisson approximations on the free Wigner chaos. Zbl 1281.46057
Nourdin, Ivan; Peccati, Giovanni
2013
Normal approximations with Malliavin calculus. From Stein’s method to universality. Zbl 1266.60001
Nourdin, Ivan; Peccati, Giovanni
2012
Selected aspects of fractional Brownian motion. Zbl 1274.60006
Nourdin, Ivan
2012
Wigner chaos and the fourth moment. Zbl 1277.46033
Kemp, Todd; Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland
2012
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants. Zbl 1277.60046
Biermé, Hermine; Bonami, Aline; Nourdin, Ivan; Peccati, Giovanni
2012
Convergence of Wigner integrals to the tetilla law. Zbl 1285.46053
Deya, Aurélien; Nourdin, Ivan
2012
Convergence in law in the second Wiener/Wigner chaos. Zbl 1261.60030
Nourdin, Ivan; Poly, Guillaume
2012
Erratum: “Convergence in law in the second Wiener/Wigner chaos”. Zbl 1298.60032
Nourdin, Ivan; Poly, Guillaume
2012
Quantitative Breuer-Major theorems. Zbl 1225.60045
Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark
2011
On the Gaussian approximation of vector-valued multiple integrals. Zbl 1274.60072
Noreddine, Salim; Nourdin, Ivan
2011
Yet another proof of the Nualart-Peccati criterion. Zbl 1253.60068
Nourdin, Ivan
2011
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
2010
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Zbl 1246.60039
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Cumulants on the Wiener space. Zbl 1203.60064
Nourdin, Ivan; Peccati, Giovanni
2010
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. Zbl 1225.60089
Nourdin, Ivan; Réveillac, Anthony; Swanson, Jason
2010
Stein’s method and stochastic analysis of Rademacher functionals. Zbl 1225.60046
Reinert, Gesine D.; Nourdin, Ivan; Peccati, Giovanni
2010
Stein’s method meets Malliavin calculus: a short survey with new estimates. Zbl 1203.60065
Nourdin, Ivan; Peccati, Giovanni
2010
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. Zbl 1276.60026
Nourdin, Ivan; Peccati, Giovanni
2010
Almost sure central limit theorems on the Wiener space. Zbl 1219.60020
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S.
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
2010
Weak approximation of a fractional SDE. Zbl 1181.60082
Bardina, X.; Nourdin, I.; Rovira, C.; Tindel, S.
2010
Stein’s method on Wiener chaos. Zbl 1175.60053
Nourdin, Ivan; Peccati, Giovanni
2009
Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066
Nourdin, Ivan; Viens, Frederi G.
2009
Stein’s method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Zbl 1196.60034
Nourdin, Ivan; Peccati, Giovanni
2009
Noncentral convergence of multiple integrals. Zbl 1171.60323
Nourdin, Ivan; Peccati, Giovanni
2009
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case $$H=1/4$$. Zbl 1200.60023
Nourdin, Ivan; Réveillac, Anthony
2009
Second order Poincaré inequalities and CLTs on Wiener space. Zbl 1186.60047
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine
2009
Milstein’s type schemes for fractional SDEs. Zbl 1197.60070
2009
Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017
Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S.
2009
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Zbl 1326.62065
Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni
2009
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4. Zbl 1162.60010
Nourdin, Ivan
2009
Delay equations driven by rough paths. Zbl 1190.60046
Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy
2008
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. Zbl 1155.60010
Nourdin, Ivan
2008
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084
Breton, Jean-Christophe; Nourdin, Ivan
2008
Weighted power variations of iterated Brownian motion. Zbl 1193.60028
Nourdin, Ivan; Peccati, Giovanni
2008
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. Zbl 1148.60034
Nourdin, Ivan
2008
Optimal control for rough differential equations. Zbl 1191.49004
Mazliak, Laurent; Nourdin, Ivan
2008
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $$H>1/2$$. Zbl 1158.60025
Darses, Sébastien; Nourdin, Ivan
2008
Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065
2008
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043
Neuenkirch, Andreas; Nourdin, Ivan
2007
Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047
Nourdin, Ivan; Simon, Thomas
2007
Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065
Darses, Sébastian; Nourdin, Ivan
2007
Stochastic derivatives for fractional diffusions. Zbl 1208.60033
Darses, Sébastien; Nourdin, Ivan
2007
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008
Nourdin, Ivan; Simon, Thomas
2006
On the absolute continuity of Lévy processes with drift. Zbl 1099.60045
Nourdin, Ivan; Simon, Thomas
2006
Some linear fractional stochastic equations. Zbl 1102.60050
Nourdin, Ivan; Tudor, Ciprian A.
2006
$$m$$-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
2005
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. Zbl 1075.60073
Nourdin, Ivan
2005
Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. Zbl 1084.60039
Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy
2005
Approximation at first and second order of $$m$$-order integrals of the fractional Brownian motion and of certain semimartingales. Zbl 1063.60079
2003
all top 5

#### Cited by 691 Authors

 60 Nourdin, Ivan 46 Peccati, Giovanni 43 Tudor, Ciprian A. 37 Nualart, David 22 Yan, Litan 20 Tindel, Samy 17 Marinucci, Domenico 16 Poly, Guillaume 16 Taqqu, Murad S. 14 Kim, Yoontae 13 Park, Hyun Suk 12 Azmoodeh, Ehsan 12 Viens, Frederi G. 10 Deya, Aurélien 10 Es-Sebaiy, Khalifa 10 Gaunt, Robert Edward 10 Rossi, Maurizia 9 Bourguin, Solesne 9 Liu, Junfeng 9 Neuenkirch, Andreas 9 Privault, Nicolas 9 Viitasaari, Lauri 8 Bai, Shuyang 8 Durastanti, Claudio 8 Hu, Yaozhong 8 Shevchenko, Georgiy M. 8 Swan, Yvik C. 8 Unterberger, Jérémie M. 7 Harnett, Daniel 7 Kosov, Egor D. 7 Mishura, Yuliya Stepanivna 7 Réveillac, Anthony 7 Rovira, Carles 7 Russo, Francesco 7 Wang, Caishi 7 Wigman, Igor 6 Arras, Benjamin 6 Bally, Vlad 6 Bogachev, Vladimir Igorevich 6 Nguyen Tien Dung 6 Fan, Xiliang 6 Fathi, Max 6 Kemp, Todd A. 6 Leonenko, Nikolai N. 6 Podolskij, Mark 6 Zheng, Guangqu 5 Baudoin, Fabrice 5 Cammarota, Valentina 5 Caramellino, Lucia 5 Darses, Sébastien 5 Döbler, Christian 5 Duerinckx, Mitia 5 Kloeden, Peter Eris 5 León, Jorge A. 5 Nguyen, Tien Dung 5 Reinert, Gesine D. 5 Sun, Xichao 5 Torres, Soledad 5 Yu, Xianye 4 Araya, Héctor 4 Bardina, Xavier 4 Breton, Jean-Christophe 4 Cho, Ilwoo 4 Dalmao, Federico 4 Decreusefond, Laurent 4 Ejsmont, Wiktor 4 Gubinelli, Massimiliano 4 Kubilius, Kȩstutis 4 Liu, Yanghui 4 Olenko, Andriy Yakovych 4 Olivera, Christian 4 Quer-Sardanyons, Lluís 4 Saussereau, Bruno 4 Schott, René 4 Simon, Thomas 4 Slaoui, Meryem 4 Sottinen, Tommi 4 Thäle, Christoph 4 Zelenov, Georgiĭ Il’ich 3 Anh, Vo V. 3 Besalú, Mireia 3 Boufoussi, Brahim 3 Campese, Simon 3 Chen, Chao 3 Chen, Louis Hsiao-Yun 3 Chronopoulou, Alexandra 3 Cialenco, Igor 3 Corcuera, José Manuel 3 Courtade, Thomas A. 3 Diu Tran, T. T. 3 Fang, Xiao 3 Garrido-Atienza, María José 3 Gloria, Antoine 3 Hairer, Martin 3 Hajji, Salah 3 Jentzen, Arnulf 3 Jørgensen, Palle E. T. 3 Ledoux, Michel 3 León, José Rafael R. 3 Machado, José António Tenreiro ...and 591 more Authors
all top 5

#### Cited in 139 Serials

 66 Stochastic Processes and their Applications 46 The Annals of Probability 34 Journal of Theoretical Probability 32 Statistics & Probability Letters 31 Bernoulli 25 Journal of Mathematical Analysis and Applications 21 Journal of Functional Analysis 21 Probability Theory and Related Fields 19 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 16 Statistical Inference for Stochastic Processes 16 Stochastics and Dynamics 16 Stochastics 15 Stochastic Analysis and Applications 15 Electronic Journal of Probability 15 Journal of the Korean Statistical Society 11 Journal of Mathematical Physics 10 Communications in Mathematical Physics 10 Infinite Dimensional Analysis, Quantum Probability and Related Topics 10 Electronic Journal of Statistics 8 Potential Analysis 7 Proceedings of the American Mathematical Society 7 ALEA. Latin American Journal of Probability and Mathematical Statistics 6 Journal of Applied Probability 6 The Annals of Applied Probability 6 Theory of Probability and Mathematical Statistics 6 Stochastic and Partial Differential Equations. Analysis and Computations 5 Journal of Statistical Physics 5 Journal of Multivariate Analysis 5 Electronic Communications in Probability 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Abstract and Applied Analysis 5 Brazilian Journal of Probability and Statistics 5 International Journal of Stochastic Analysis 4 The Annals of Statistics 4 Journal of Statistical Planning and Inference 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 Results in Mathematics 4 Transactions of the American Mathematical Society 4 Doklady Mathematics 4 Fractional Calculus & Applied Analysis 4 Methodology and Computing in Applied Probability 4 Annales Henri Poincaré 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Advances in Applied Probability 3 Advances in Mathematics 3 Applied Mathematics and Optimization 3 Collectanea Mathematica 3 Illinois Journal of Mathematics 3 Journal of Computational and Applied Mathematics 3 Journal of Differential Equations 3 Journal of Time Series Analysis 3 Geometric and Functional Analysis. GAFA 3 Applied and Computational Harmonic Analysis 3 Random Operators and Stochastic Equations 3 Journal of Evolution Equations 3 Discrete and Continuous Dynamical Systems. Series B 3 Mediterranean Journal of Mathematics 3 Modern Stochastics. Theory and Applications 2 Lithuanian Mathematical Journal 2 Chaos, Solitons and Fractals 2 Theory of Probability and its Applications 2 Acta Mathematica Vietnamica 2 Probability and Mathematical Statistics 2 Journal of Complexity 2 Discrete & Computational Geometry 2 Communications in Statistics. Theory and Methods 2 Test 2 Annales Mathématiques Blaise Pascal 2 Journal of Inequalities and Applications 2 Chaos 2 Boundary Value Problems 2 Advances in Mathematical Physics 2 Probability Surveys 2 Science China. Mathematics 2 Annals of Finance 2 Annales Henri Lebesgue 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Israel Journal of Mathematics 1 Letters in Mathematical Physics 1 Mathematical Notes 1 Nonlinearity 1 Russian Mathematical Surveys 1 Scandinavian Journal of Statistics 1 Studia Mathematica 1 Applied Mathematics and Computation 1 Czechoslovak Mathematical Journal 1 Indiana University Mathematics Journal 1 Journal of Econometrics 1 Mathematics and Computers in Simulation 1 Mathematische Zeitschrift 1 Monatshefte für Mathematik 1 Osaka Journal of Mathematics 1 Bulletin of the Korean Mathematical Society 1 Statistics 1 Applied Mathematics Letters 1 SIAM Journal on Discrete Mathematics 1 Annals of Operations Research 1 Applications of Mathematics 1 Computational Statistics ...and 39 more Serials
all top 5

#### Cited in 47 Fields

 651 Probability theory and stochastic processes (60-XX) 129 Statistics (62-XX) 51 Partial differential equations (35-XX) 46 Functional analysis (46-XX) 39 Numerical analysis (65-XX) 23 Real functions (26-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Ordinary differential equations (34-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 16 Quantum theory (81-XX) 12 Special functions (33-XX) 12 Operator theory (47-XX) 11 Measure and integration (28-XX) 11 Global analysis, analysis on manifolds (58-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Differential geometry (53-XX) 9 Combinatorics (05-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Statistical mechanics, structure of matter (82-XX) 9 Systems theory; control (93-XX) 6 Convex and discrete geometry (52-XX) 6 Computer science (68-XX) 5 Functions of a complex variable (30-XX) 5 Integral equations (45-XX) 5 Information and communication theory, circuits (94-XX) 4 Number theory (11-XX) 3 History and biography (01-XX) 3 Associative rings and algebras (16-XX) 3 Group theory and generalizations (20-XX) 3 Potential theory (31-XX) 3 Difference and functional equations (39-XX) 3 Approximations and expansions (41-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Algebraic geometry (14-XX) 2 Abstract harmonic analysis (43-XX) 2 Algebraic topology (55-XX) 2 Fluid mechanics (76-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)