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Author ID: nourdin.ivan Recent zbMATH articles by "Nourdin, Ivan"
Published as: Nourdin, Ivan; Nourdin, I.
External Links: MGP

Publications by Year

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 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
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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. Theory and Applications
8 Journal of Statistical Physics
8 Journal of Applied Probability
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Brazilian Journal of Probability and Statistics
6 Journal of Differential Equations
6 Journal of Multivariate Analysis
6 Transactions of the American Mathematical Society
6 Probability Surveys
5 Advances in Applied Probability
5 Journal of Statistical Planning and Inference
5 Results in Mathematics
5 Random Operators and Stochastic Equations
5 Abstract and Applied Analysis
5 Journal of Inequalities and Applications
5 Fractional Calculus & Applied Analysis
5 Methodology and Computing in Applied Probability
5 Discrete and Continuous Dynamical Systems. Series B
5 International Journal of Stochastic Analysis
4 Theory of Probability and its Applications
4 Advances in Mathematics
4 Journal of Computational and Applied Mathematics
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Probability and Mathematical Statistics
4 Journal of Complexity
4 Random Structures & Algorithms
4 Doklady Mathematics
4 Annales Henri Poincaré
4 Journal of Evolution Equations
4 Mediterranean Journal of Mathematics
4 Random Matrices: Theory and Applications
4 Annales Henri Lebesgue
3 Lithuanian Mathematical Journal
3 Physica A
3 Studia Mathematica
3 Chaos, Solitons and Fractals
3 Applied Mathematics and Optimization
3 Collectanea Mathematica
3 Illinois Journal of Mathematics
3 Journal of Time Series Analysis
3 Statistics
3 Discrete & Computational Geometry
3 Geometric and Functional Analysis. GAFA
3 Applied and Computational Harmonic Analysis
3 Comptes Rendus. Mathématique. 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
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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)

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