20 citations · 26 across the 4 of their papers we have counts for
4 papers
Density estimates and concentration inequalities with Malliavin calculus
Ivan Nourdin, Frederi G. Viens
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and…
Stein's method on Wiener chaos
Ivan Nourdin, Giovanni Peccati
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a gene…
Delay equations driven by rough paths
Andreas Neuenkirch, Ivan Nourdin, Samy Tindel
In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for dela…
Weighted power variations of iterated Brownian motion
Ivan Nourdin, Giovanni Peccati
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finit…