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.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…