Edit Profile (opens in new tab) Nourdin, Ivan Co-Author Distance Author ID: nourdin.ivan Published as: Nourdin, Ivan; Nourdin, I. External Links: MGP Documents Indexed: 121 Publications since 2003, including 2 Books and 13 Additional arXiv Preprints Co-Authors: 75 Co-Authors with 114 Joint Publications 1,955 Co-Co-Authors all top 5 Co-Authors 7 single-authored 47 Peccati, Giovanni 14 Nualart, David 13 Poly, Guillaume 5 Darses, Sébastien 5 Gradinaru, Mihai 5 Tindel, Samy 5 Yang, Xiaochuan 4 Neuenkirch, Andreas 3 Deya, Aurélien 3 Garino, Valentin 3 Reinert, Gesine D. 3 Réveillac, Anthony 3 Rossi, Maurizia 3 Simon, Thomas 3 Simone, Rosaria 3 Taqqu, Murad S. 3 Viens, Frederi G. 3 Xu, Lihu 3 Zheng, Guangqu 2 Bercu, Bernard 2 Breton, Jean-Christophe 2 Campese, Simon 2 Chen, Peng 2 Dalmao, Federico 2 Es-Sebaiy, Khalifa 2 Jaramillo, Arturo 2 Kerchev, George 2 Ledoux, Michel 2 Maini, Leonardo 2 Noreddine, Salim 2 Rößler, Andreas 2 Speicher, Roland 2 Swan, Yvik C. 2 Tudor, Ciprian A. 2 Vallois, Pierre 2 Zintout, Rola 1 Azaïs, Jean-Marc 1 Azmoodeh, Ehsan 1 Bardina, Xavier 1 Biermé, Hermine 1 Binotto, Giulia 1 Bogachev, Vladimir Igorevich 1 Bonami, Aline 1 Bourguin, Solesne 1 Dierickx, Gauthier 1 Diu Tran, T. T. 1 Douissi, Soukaina 1 Favaro, Stefano 1 Goldstein, Larry 1 Hanin, Boris L. 1 Haouala, Ezeddine 1 Kemp, Todd A. 1 Kosov, Egor D. 1 Lechiheb, Atef 1 León, José Rafael R. 1 Leonenko, Nikolai N. 1 Lotz, Martin 1 Malicet, Dominique 1 Marinucci, Domenico 1 Mazliak, Laurent 1 McCoy, Michael B. 1 Pistolato, Francesca 1 Podolskij, Mark 1 Pu, Fei 1 Rosiński, Jan 1 Rovira, Carles 1 Russo, Francesco 1 Saksman, Eero 1 Salamat, Majid 1 Seuret, Stéphane 1 Swanson, Jason 1 Tropp, Joel A. 1 Viitasaari, Lauri 1 Zeineddine, Raghid 1 Zhang, Rui all top 5 Serials 15 The Annals of Probability 10 Electronic Journal of Probability 8 Journal of Theoretical 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 6 Bernoulli 3 Communications in Mathematical Physics 3 Proceedings of the American Mathematical Society 3 Probability and Mathematical Statistics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Statistics & Probability Letters 2 Probability Theory and Related Fields 2 The Annals of Applied Probability 2 Stochastics 2 Electronic Journal of Statistics 1 Theory of Probability and its Applications 1 Journal of Multivariate Analysis 1 Pacific Journal of Mathematics 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 Science China. Mathematics 1 Bocconi & Springer Series all top 5 Fields 111 Probability theory and stochastic processes (60-XX) 13 Functional analysis (46-XX) 11 Statistics (62-XX) 3 Real functions (26-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Information and communication theory, circuits (94-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 103 Publications have been cited 2,405 times in 1,131 Documents Cited by ▼ Year ▼ Normal approximations with Malliavin calculus. From Stein’s method to universality. Zbl 1266.60001 Nourdin, Ivan; Peccati, Giovanni 410 2012 Stein’s method on Wiener chaos. Zbl 1175.60053 Nourdin, Ivan; Peccati, Giovanni 197 2009 Selected aspects of fractional Brownian motion. Zbl 1274.60006 Nourdin, Ivan 105 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. 62 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 58 2005 Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035 Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony 55 2010 Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066 Nourdin, Ivan; Viens, Frederi G. 53 2009 Stein’s method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Zbl 1196.60034 Nourdin, Ivan; Peccati, Giovanni 51 2009 Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Zbl 1246.60039 Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine 51 2010 Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043 Neuenkirch, Andreas; Nourdin, Ivan 50 2007 Convergence in total variation on Wiener chaos. Zbl 1259.60029 Nourdin, Ivan; Poly, Guillaume 47 2013 Delay equations driven by rough paths. Zbl 1190.60046 Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy 46 2008 Stein’s method, logarithmic Sobolev and transport inequalities. Zbl 1350.60013 Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni 44 2015 The optimal fourth moment theorem. Zbl 1317.60021 Nourdin, Ivan; Peccati, Giovanni 44 2015 Nodal statistics of planar random waves. Zbl 1431.60025 Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 38 2019 Noncentral convergence of multiple integrals. Zbl 1171.60323 Nourdin, Ivan; Peccati, Giovanni 35 2009 Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084 Breton, Jean-Christophe; Nourdin, Ivan 33 2008 Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. Zbl 1155.60010 Nourdin, Ivan 33 2008 Cumulants on the Wiener space. Zbl 1203.60064 Nourdin, Ivan; Peccati, Giovanni 32 2010 Second order Poincaré inequalities and CLTs on Wiener space. Zbl 1186.60047 Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine 32 2009 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008 Nourdin, Ivan; Simon, Thomas 31 2006 Stein’s method and stochastic analysis of Rademacher functionals. Zbl 1225.60046 Reinert, Gesine D.; Nourdin, Ivan; Peccati, Giovanni 29 2010 Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\). Zbl 1200.60023 Nourdin, Ivan; Réveillac, Anthony 29 2009 Entropy and the fourth moment phenomenon. Zbl 1292.94010 Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik 29 2014 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038 Nourdin, Ivan; Nualart, David 28 2010 Wigner chaos and the fourth moment. Zbl 1277.46033 Kemp, Todd; Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland 27 2012 Quantitative Breuer-Major theorems. Zbl 1225.60045 Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark 25 2011 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 25 2012 Weighted power variations of iterated Brownian motion. Zbl 1193.60028 Nourdin, Ivan; Peccati, Giovanni 24 2008 Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026 Nourdin, Ivan; Rosiński, Jan 24 2014 Phase singularities in complex arithmetic random waves. Zbl 1467.60034 Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 22 2019 Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. Zbl 1276.60026 Nourdin, Ivan; Peccati, Giovanni 21 2010 Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales. Zbl 1063.60079 Gradinaru, Mihai; Nourdin, Ivan 20 2003 Milstein’s type schemes for fractional SDEs. Zbl 1197.60070 Gradinaru, Mihai; Nourdin, Ivan 20 2009 Parameter estimation for \(\alpha\)-fractional bridges. Zbl 1268.62099 Es-Sebaiy, Khalifa; Nourdin, Ivan 20 2013 Stein’s method meets Malliavin calculus: a short survey with new estimates. Zbl 1203.60065 Nourdin, Ivan; Peccati, Giovanni 20 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 19 2010 Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017 Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S. 19 2009 Lectures on Gaussian approximations with Malliavin calculus. Zbl 1291.60048 Nourdin, Ivan 19 2013 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053 Nourdin, Ivan; Nualart, David; Poly, Guillaume 19 2013 On the absolute continuity of Lévy processes with drift. Zbl 1099.60045 Nourdin, Ivan; Simon, Thomas 18 2006 Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula. Zbl 1379.60011 Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni 18 2017 Statistical inference for Vasicek-type model driven by Hermite processes. Zbl 1479.60078 Nourdin, Ivan; Tran, T. T. Diu 18 2019 A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. Zbl 1148.60034 Nourdin, Ivan 16 2008 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035 Nourdin, Ivan; Nualart, David; Peccati, Giovanni 15 2016 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043 Campese, Simon; Nourdin, Ivan; Nualart, David 15 2020 Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Zbl 1326.62065 Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni 15 2009 Itô’s- and Tanaka’s-type formulae for the stochastic heat equation: The linear case. Zbl 1084.60039 Gradinaru, Mihai; Nourdin, Ivan; Tindel, Samy 14 2005 Multi-dimensional semicircular limits on the free Wigner chaos. Zbl 1295.46046 Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland 14 2013 Convergence in law in the second Wiener/Wigner chaos. Zbl 1261.60030 Nourdin, Ivan; Poly, Guillaume 13 2012 Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. (Schémas d’approximation associés à une équation différentielle dirigée par une fonction höldérienne; cas du mouvement brownien fractionnaire.) Zbl 1075.60073 Nourdin, Ivan 13 2005 Convergence of Wigner integrals to the tetilla law. Zbl 1285.46053 Deya, Aurélien; Nourdin, Ivan 13 2012 Fourth moment theorem and \(q\)-Brownian chaos. Zbl 1278.46054 Deya, Aurélien; Noreddine, Salim; Nourdin, Ivan 12 2013 Almost sure central limit theorems on the Wiener space. Zbl 1219.60020 Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S. 12 2010 The functional Breuer-Major theorem. Zbl 1434.60108 Nourdin, Ivan; Nualart, David 12 2020 Central and non-central limit theorems in a free probability setting. Zbl 1314.46077 Nourdin, Ivan; Taqqu, Murad S. 10 2014 Squared chaotic random variables: new moment inequalities with applications. Zbl 1355.60013 Malicet, Dominique; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume 10 2016 Classical and free fourth moment theorems: universality and thresholds. Zbl 1356.60037 Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria 9 2016 Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 1519.60037 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 9 2019 Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047 Nourdin, Ivan; Simon, Thomas 8 2007 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041 Darses, Sébastien; Nourdin, Ivan; Nualart, David 8 2010 A Stein deficit for the logarithmic Sobolev inequality. Zbl 1381.60064 Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni 8 2017 Some linear fractional stochastic equations. Zbl 1102.60050 Nourdin, Ivan; Tudor, Ciprian A. 8 2006 On the Gaussian approximation of vector-valued multiple integrals. Zbl 1274.60072 Noreddine, Salim; Nourdin, Ivan 8 2011 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017 Nourdin, Ivan; Nualart, David; Peccati, Giovanni 8 2016 An invariance principle under the total variation distance. Zbl 1321.60065 Nourdin, Ivan; Poly, Guillaume 7 2015 Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036 Nourdin, Ivan; Nualart, David; Zintout, Rola 7 2016 Poisson approximations on the free Wigner chaos. Zbl 1281.46057 Nourdin, Ivan; Peccati, Giovanni 7 2013 Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Zbl 1497.60027 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 7 2022 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036 Binotto, Giulia; Nourdin, Ivan; Nualart, David 7 2018 Small scale CLTs for the nodal length of monochromatic waves. Zbl 1516.60033 Dierickx, Gauthier; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 7 2023 Invariance principles for homogeneous sums of free random variables. Zbl 1292.60041 Deya, Aurélien; Nourdin, Ivan 7 2014 Stein’s method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT. Zbl 1472.60029 Chen, Peng; Nourdin, Ivan; Xu, Lihu 7 2021 Exchangeable pairs on Wiener chaos. Zbl 1448.60100 Nourdin, Ivan; Zheng, Guangqu 7 2019 Weak approximation of a fractional SDE. Zbl 1181.60082 Bardina, X.; Nourdin, I.; Rovira, C.; Tindel, S. 6 2010 Yet another proof of the Nualart-Peccati criterion. Zbl 1253.60068 Nourdin, Ivan 5 2011 Multivariate Gaussian approximations on Markov chaoses. Zbl 1345.60012 Campese, Simon; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume 5 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 5 2016 Approximation of fractional local times: zero energy and derivatives. Zbl 1476.60068 Jaramillo, Arturo; Nourdin, Ivan; Peccati, Giovanni 5 2021 Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041 Azmoodeh, Ehsan; Nourdin, Ivan 5 2019 Non-integrable stable approximation by Stein’s method. Zbl 1487.60032 Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui 5 2022 Concentration of the intrinsic volumes of a convex body. Zbl 1448.52008 Lotz, Martin; Mccoy, Michael B.; Nourdin, Ivan; Peccati, Giovanni; Tropp, Joel A. 5 2020 Restricted hypercontractivity on the Poisson space. Zbl 1443.60027 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 5 2020 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 4 2009 Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065 Darses, Sébastien; Nourdin, Ivan 4 2007 Fisher information and the fourth moment theorem. Zbl 1342.60083 Nourdin, Ivan; Nualart, David 4 2016 Comparison inequalities on Wiener space. Zbl 1282.60032 Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G. 4 2014 Stochastic derivatives for fractional diffusions. Zbl 1208.60033 Darses, Sébastien; Nourdin, Ivan 3 2007 Erratum: “Convergence in law in the second Wiener/Wigner chaos”. Zbl 1298.60032 Nourdin, Ivan; Poly, Guillaume 3 2012 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 3 2018 Asymptotic behavior of large Gaussian correlated Wishart matrices. Zbl 1502.60008 Nourdin, Ivan; Zheng, Guangqu 3 2022 An Itô type formula for the fractional Brownian motion in Brownian time. Zbl 1307.60041 Nourdin, Ivan; Zeineddine, Raghid 2 2014 Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067 Nourdin, Ivan; Zintout, Rola 2 2016 Optimal control for rough differential equations. Zbl 1191.49004 Mazliak, Laurent; Nourdin, Ivan 2 2008 Two properties of vectors of quadratic forms in Gaussian random variables. Zbl 1320.60040 Bogachev, V. I.; Kosov, E. D.; Nourdin, I.; Poly, G. 2 2015 Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Zbl 1487.60050 Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan 2 2022 Gaussian fluctuation for Gaussian Wishart matrices of overall correlation. Zbl 1481.60012 Nourdin, Ivan; Pu, Fei 2 2022 Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065 Gradinaru, Mihai; Nourdin, Ivan 1 2008 Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\). Zbl 1158.60025 Darses, Sébastien; Nourdin, Ivan 1 2008 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 1 2016 Small scale CLTs for the nodal length of monochromatic waves. Zbl 1516.60033 Dierickx, Gauthier; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 7 2023 Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Zbl 1497.60027 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 7 2022 Non-integrable stable approximation by Stein’s method. Zbl 1487.60032 Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui 5 2022 Asymptotic behavior of large Gaussian correlated Wishart matrices. Zbl 1502.60008 Nourdin, Ivan; Zheng, Guangqu 3 2022 Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Zbl 1487.60050 Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan 2 2022 Gaussian fluctuation for Gaussian Wishart matrices of overall correlation. Zbl 1481.60012 Nourdin, Ivan; Pu, Fei 2 2022 Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Zbl 1514.60064 Garino, Valentin; Nourdin, Ivan; Vallois, Pierre 1 2022 Stein’s method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT. Zbl 1472.60029 Chen, Peng; Nourdin, Ivan; Xu, Lihu 7 2021 Approximation of fractional local times: zero energy and derivatives. Zbl 1476.60068 Jaramillo, Arturo; Nourdin, Ivan; Peccati, Giovanni 5 2021 Limit theorems for integral functionals of Hermite-driven processes. Zbl 1491.60048 Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid 1 2021 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043 Campese, Simon; Nourdin, Ivan; Nualart, David 15 2020 The functional Breuer-Major theorem. Zbl 1434.60108 Nourdin, Ivan; Nualart, David 12 2020 Concentration of the intrinsic volumes of a convex body. Zbl 1448.52008 Lotz, Martin; Mccoy, Michael B.; Nourdin, Ivan; Peccati, Giovanni; Tropp, Joel A. 5 2020 Restricted hypercontractivity on the Poisson space. Zbl 1443.60027 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 5 2020 Sojourn time dimensions of fractional Brownian motion. Zbl 1444.60030 Nourdin, Ivan; Peccati, Giovanni; Seuret, Stéphane 1 2020 Nodal statistics of planar random waves. Zbl 1431.60025 Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 38 2019 Phase singularities in complex arithmetic random waves. Zbl 1467.60034 Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia 22 2019 Statistical inference for Vasicek-type model driven by Hermite processes. Zbl 1479.60078 Nourdin, Ivan; Tran, T. T. Diu 18 2019 Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 1519.60037 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 9 2019 Exchangeable pairs on Wiener chaos. Zbl 1448.60100 Nourdin, Ivan; Zheng, Guangqu 7 2019 Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041 Azmoodeh, Ehsan; Nourdin, Ivan 5 2019 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036 Binotto, Giulia; Nourdin, Ivan; Nualart, David 7 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 3 2018 Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula. Zbl 1379.60011 Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni 18 2017 A Stein deficit for the logarithmic Sobolev inequality. Zbl 1381.60064 Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni 8 2017 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035 Nourdin, Ivan; Nualart, David; Peccati, Giovanni 15 2016 Squared chaotic random variables: new moment inequalities with applications. Zbl 1355.60013 Malicet, Dominique; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume 10 2016 Classical and free fourth moment theorems: universality and thresholds. Zbl 1356.60037 Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria 9 2016 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017 Nourdin, Ivan; Nualart, David; Peccati, Giovanni 8 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 7 2016 Multivariate Gaussian approximations on Markov chaoses. Zbl 1345.60012 Campese, Simon; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume 5 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 5 2016 Fisher information and the fourth moment theorem. Zbl 1342.60083 Nourdin, Ivan; Nualart, David 4 2016 Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067 Nourdin, Ivan; Zintout, Rola 2 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 1 2016 Stein’s method, logarithmic Sobolev and transport inequalities. Zbl 1350.60013 Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni 44 2015 The optimal fourth moment theorem. Zbl 1317.60021 Nourdin, Ivan; Peccati, Giovanni 44 2015 An invariance principle under the total variation distance. Zbl 1321.60065 Nourdin, Ivan; Poly, Guillaume 7 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. 2 2015 Entropy and the fourth moment phenomenon. Zbl 1292.94010 Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik 29 2014 Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026 Nourdin, Ivan; Rosiński, Jan 24 2014 Central and non-central limit theorems in a free probability setting. Zbl 1314.46077 Nourdin, Ivan; Taqqu, Murad S. 10 2014 Invariance principles for homogeneous sums of free random variables. Zbl 1292.60041 Deya, Aurélien; Nourdin, Ivan 7 2014 Comparison inequalities on Wiener space. Zbl 1282.60032 Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G. 4 2014 An Itô type formula for the fractional Brownian motion in Brownian time. Zbl 1307.60041 Nourdin, Ivan; Zeineddine, Raghid 2 2014 Convergence in total variation on Wiener chaos. Zbl 1259.60029 Nourdin, Ivan; Poly, Guillaume 47 2013 Parameter estimation for \(\alpha\)-fractional bridges. Zbl 1268.62099 Es-Sebaiy, Khalifa; Nourdin, Ivan 20 2013 Lectures on Gaussian approximations with Malliavin calculus. Zbl 1291.60048 Nourdin, Ivan 19 2013 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053 Nourdin, Ivan; Nualart, David; Poly, Guillaume 19 2013 Multi-dimensional semicircular limits on the free Wigner chaos. Zbl 1295.46046 Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland 14 2013 Fourth moment theorem and \(q\)-Brownian chaos. Zbl 1278.46054 Deya, Aurélien; Noreddine, Salim; Nourdin, Ivan 12 2013 Poisson approximations on the free Wigner chaos. Zbl 1281.46057 Nourdin, Ivan; Peccati, Giovanni 7 2013 Normal approximations with Malliavin calculus. From Stein’s method to universality. Zbl 1266.60001 Nourdin, Ivan; Peccati, Giovanni 410 2012 Selected aspects of fractional Brownian motion. Zbl 1274.60006 Nourdin, Ivan 105 2012 Wigner chaos and the fourth moment. Zbl 1277.46033 Kemp, Todd; Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland 27 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 25 2012 Convergence in law in the second Wiener/Wigner chaos. Zbl 1261.60030 Nourdin, Ivan; Poly, Guillaume 13 2012 Convergence of Wigner integrals to the tetilla law. Zbl 1285.46053 Deya, Aurélien; Nourdin, Ivan 13 2012 Erratum: “Convergence in law in the second Wiener/Wigner chaos”. Zbl 1298.60032 Nourdin, Ivan; Poly, Guillaume 3 2012 Quantitative Breuer-Major theorems. Zbl 1225.60045 Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark 25 2011 On the Gaussian approximation of vector-valued multiple integrals. Zbl 1274.60072 Noreddine, Salim; Nourdin, Ivan 8 2011 Yet another proof of the Nualart-Peccati criterion. Zbl 1253.60068 Nourdin, Ivan 5 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. 62 2010 Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035 Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony 55 2010 Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Zbl 1246.60039 Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine 51 2010 Cumulants on the Wiener space. Zbl 1203.60064 Nourdin, Ivan; Peccati, Giovanni 32 2010 Stein’s method and stochastic analysis of Rademacher functionals. Zbl 1225.60046 Reinert, Gesine D.; Nourdin, Ivan; Peccati, Giovanni 29 2010 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038 Nourdin, Ivan; Nualart, David 28 2010 Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. Zbl 1276.60026 Nourdin, Ivan; Peccati, Giovanni 21 2010 Stein’s method meets Malliavin calculus: a short survey with new estimates. Zbl 1203.60065 Nourdin, Ivan; Peccati, Giovanni 20 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 19 2010 Almost sure central limit theorems on the Wiener space. Zbl 1219.60020 Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S. 12 2010 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041 Darses, Sébastien; Nourdin, Ivan; Nualart, David 8 2010 Weak approximation of a fractional SDE. Zbl 1181.60082 Bardina, X.; Nourdin, I.; Rovira, C.; Tindel, S. 6 2010 Stein’s method on Wiener chaos. Zbl 1175.60053 Nourdin, Ivan; Peccati, Giovanni 197 2009 Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066 Nourdin, Ivan; Viens, Frederi G. 53 2009 Stein’s method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Zbl 1196.60034 Nourdin, Ivan; Peccati, Giovanni 51 2009 Noncentral convergence of multiple integrals. Zbl 1171.60323 Nourdin, Ivan; Peccati, Giovanni 35 2009 Second order Poincaré inequalities and CLTs on Wiener space. Zbl 1186.60047 Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine 32 2009 Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\). Zbl 1200.60023 Nourdin, Ivan; Réveillac, Anthony 29 2009 Milstein’s type schemes for fractional SDEs. Zbl 1197.60070 Gradinaru, Mihai; Nourdin, Ivan 20 2009 Trees and asymptotic expansions for fractional stochastic differential equations. Zbl 1172.60017 Neuenkirch, A.; Nourdin, I.; Rößler, A.; Tindel, S. 19 2009 Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Zbl 1326.62065 Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni 15 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 4 2009 Delay equations driven by rough paths. Zbl 1190.60046 Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy 46 2008 Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084 Breton, Jean-Christophe; Nourdin, Ivan 33 2008 Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. Zbl 1155.60010 Nourdin, Ivan 33 2008 Weighted power variations of iterated Brownian motion. Zbl 1193.60028 Nourdin, Ivan; Peccati, Giovanni 24 2008 A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. Zbl 1148.60034 Nourdin, Ivan 16 2008 Optimal control for rough differential equations. Zbl 1191.49004 Mazliak, Laurent; Nourdin, Ivan 2 2008 Stochastic volatility: approximation and goodness-of-fit test. Zbl 1133.62065 Gradinaru, Mihai; Nourdin, Ivan 1 2008 Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\). Zbl 1158.60025 Darses, Sébastien; Nourdin, Ivan 1 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 50 2007 Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047 Nourdin, Ivan; Simon, Thomas 8 2007 Dynamical properties and characterization of gradient drift diffusions. Zbl 1128.60065 Darses, Sébastien; Nourdin, Ivan 4 2007 Stochastic derivatives for fractional diffusions. Zbl 1208.60033 Darses, Sébastien; Nourdin, Ivan 3 2007 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008 Nourdin, Ivan; Simon, Thomas 31 2006 On the absolute continuity of Lévy processes with drift. Zbl 1099.60045 Nourdin, Ivan; Simon, Thomas 18 2006 Some linear fractional stochastic equations. Zbl 1102.60050 Nourdin, Ivan; Tudor, Ciprian A. 8 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 58 2005 ...and 3 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,053 Authors 73 Nourdin, Ivan 61 Peccati, Giovanni 58 Tudor, Ciprian A. 54 Nualart, David 30 Yan, Litan 26 Tindel, Samy 25 Marinucci, Domenico 24 Es-Sebaiy, Khalifa 22 Gaunt, Robert Edward 19 Bourguin, Solesne 18 Poly, Guillaume 17 Azmoodeh, Ehsan 17 Kim, Yoontae 16 Park, Hyun Suk 16 Taqqu, Murad S. 15 Rossi, Maurizia 15 Viens, Frederi G. 15 Zheng, Guangqu 14 Swan, Yvik C. 13 Hu, Yaozhong 12 Durastanti, Claudio 12 Privault, Nicolas 11 Cho, Ilwoo 11 Kosov, Egor D. 11 Liu, Junfeng 11 Mishura, Yuliya Stepanivna 11 Viitasaari, Lauri 10 Deya, Aurélien 10 Reinert, Gesine D. 10 Wang, Caishi 9 Döbler, Christian 9 Duerinckx, Mitia 9 Fathi, Max 9 Neuenkirch, Andreas 9 Shevchenko, Georgiy M. 8 Arras, Benjamin 8 Bai, Shuyang 8 Cammarota, Valentina 8 Fan, Xiliang 8 Réveillac, Anthony 8 Sun, Xichao 8 Thäle, Christoph 8 Todino, Anna Paola 8 Unterberger, Jérémie M. 7 Bogachev, Vladimir Igorevich 7 Dalmao, Federico 7 Nguyen Tien Dung 7 Harnett, Daniel 7 Kemp, Todd A. 7 Leonenko, Nikolai N. 7 Liu, Yanghui 7 Mukeru, Safari 7 Podolskij, Mark 7 Rovira, Carles 7 Russo, Francesco 7 Torres, Soledad 7 Vidotto, Anna 7 Wigman, Igor 7 Xu, Lihu 7 Yoshida, Nakahiro 7 Yu, Xianye 6 Araya, Héctor 6 Bally, Vlad 6 Caramellino, Lucia 6 Douissi, Soukaina 6 Kasprzak, Mikołaj J. 6 Olenko, Andriy Yakovych 6 Yang, Xiaochuan 5 Alazemi, Fares 5 Assaad, Obayda 5 Balan, Raluca M. 5 Baudoin, Fabrice 5 Breton, Jean-Christophe 5 Campese, Simon 5 Chen, Louis Hsiao-Yun 5 Chen, Peng 5 Chen, Yong 5 Darses, Sébastien 5 Fang, Xiao 5 Jaramillo, Arturo 5 Jiang, Hui 5 Jørgensen, Palle E. T. 5 Kabluchko, Zakhar A. 5 Kloeden, Peter Eris 5 Koike, Yuta 5 Lachièze-Rey, Raphaël 5 León, Jorge A. 5 León, José Rafael R. 5 Nguyen, Tien Dung 5 Pakkanen, Mikko S. 5 Pu, Fei 5 Quer-Sardanyons, Lluís 5 Schott, René 5 Shao, Qi-Man 5 Shen, Guangjun 5 Song, Jian 5 Torrisi, Giovanni Luca 5 Upadhye, Neelesh S. 5 Veraart, Almut E. D. 5 Zelenov, Georgiĭ Il’ich ...and 953 more Authors all top 5 Cited in 195 Serials 93 Stochastic Processes and their Applications 54 The Annals of Probability 51 Journal of Theoretical Probability 46 Bernoulli 44 Electronic Journal of Probability 41 Statistics & Probability Letters 34 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 33 Stochastics 32 Journal of Mathematical Analysis and Applications 29 Journal of Functional Analysis 24 Probability Theory and Related Fields 22 Stochastics and Dynamics 21 The Annals of Applied Probability 21 ALEA. Latin American Journal of Probability and Mathematical Statistics 20 Stochastic Analysis and Applications 19 Statistical Inference for Stochastic Processes 17 Journal of the Korean Statistical Society 15 Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 Electronic Journal of Statistics 14 Journal of Mathematical Physics 13 Potential Analysis 13 Theory of Probability and Mathematical Statistics 11 Communications in Mathematical Physics 11 Electronic Communications in Probability 11 Stochastic and Partial Differential Equations. Analysis and Computations 9 The Annals of Statistics 9 Proceedings of the American Mathematical Society 9 Communications in Statistics. Theory and Methods 9 Acta Mathematica Scientia. Series B. (English Edition) 9 Modern Stochastics. 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Académie des Sciences, Paris 3 Advances in Difference Equations 3 Complex Analysis and Operator Theory 3 Journal of Physics A: Mathematical and Theoretical 2 Israel Journal of Mathematics 2 Mathematical Notes 2 Nonlinearity 2 Acta Mathematica Vietnamica 2 Journal of Econometrics 2 Applied Numerical Mathematics 2 SIAM Journal on Discrete Mathematics 2 Computational Statistics 2 Test 2 Annales Mathématiques Blaise Pascal 2 Filomat 2 Bulletin des Sciences Mathématiques 2 Discrete and Continuous Dynamical Systems 2 Communications in Nonlinear Science and Numerical Simulation 2 Differential Equations 2 Moscow Mathematical Journal 2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 2 Statistical Methods and Applications 2 Journal of Statistical Mechanics: Theory and Experiment 2 Oberwolfach Reports 2 Boundary Value Problems 2 Frontiers of Mathematics in China 2 Advances in Mathematical Physics ...and 95 more Serials all top 5 Cited in 52 Fields 1,026 Probability theory and stochastic processes (60-XX) 239 Statistics (62-XX) 87 Partial differential equations (35-XX) 76 Functional analysis (46-XX) 55 Numerical analysis (65-XX) 38 Real functions (26-XX) 35 Ordinary differential equations (34-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Operator theory (47-XX) 30 Harmonic analysis on Euclidean spaces (42-XX) 28 Special functions (33-XX) 23 Combinatorics (05-XX) 23 Linear and multilinear algebra; matrix theory (15-XX) 21 Quantum theory (81-XX) 20 Global analysis, analysis on manifolds (58-XX) 18 Measure and integration (28-XX) 18 Dynamical systems and ergodic theory (37-XX) 18 Statistical mechanics, structure of matter (82-XX) 16 Convex and discrete geometry (52-XX) 15 Differential geometry (53-XX) 12 Number theory (11-XX) 11 Integral equations (45-XX) 11 Systems theory; control (93-XX) 8 Functions of a complex variable (30-XX) 8 Difference and functional equations (39-XX) 7 Information and communication theory, circuits (94-XX) 5 Approximations and expansions (41-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 4 History and biography (01-XX) 4 Algebraic geometry (14-XX) 4 Group theory and generalizations (20-XX) 4 Fluid mechanics (76-XX) 4 Biology and other natural sciences (92-XX) 3 General and overarching topics; collections (00-XX) 3 Associative rings and algebras (16-XX) 3 Potential theory (31-XX) 3 Abstract harmonic analysis (43-XX) 2 Nonassociative rings and algebras (17-XX) 2 Algebraic topology (55-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year