Valentin Garino

activity

20202025

most citedTotal variation bound for Hadwiger's functional using Stein's method

1 citations · 1 across the 5 of their papers we have counts for

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math.PR2023

Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times

Valentin Garino, Lauri Viitasaari

We consider equidistant Riemann approximations of stochastic integrals $\int_{0}^{T} f (B_{s}^{H}) d B_{s}^{H}$ with respect to the fractional Brownian motion with $H > \frac{1}{2}$ , where $f$ is an ar…

math.PR2023★ 1 cited

Total variation bound for Hadwiger's functional using Stein's method

Valentin Garino, Ivan Nourdin

Let $K$ be a convex body in $R^{d}$ . Let $X_{K}$ be a $d$ -dimensional random vector distributed according to the Hadwiger-Wills density $μ_{K}$ associated with $K$ , defined as $…

math.PR2020

Limit theorems for integral functionals of Hermite-driven processes

Valentin Garino, Ivan Nourdin, David Nualart +1

Consider a moving average process $X$ of the form $X (t) = \int_{- \infty}^{t} x (t - u) d Z_{u}$ , $t \geq 0$ , where $Z$ is a (non Gaussian) Hermite process of order $q \geq 2$ and $x:\mathbb{R}_…

math.PR2020

Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion

Valentin Garino, Ivan Nourdin, Pierre Vallois

We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H \geq \frac{1}{2}$ . We show the convergence of these schemes at f…