20 citations · 27 across the 6 of their papers we have counts for
7 papers · 1 filter
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…
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Ivan Nourdin
We prove a change of variable formula for the 2D fractional Brownian motion of index H bigger of equal to 1/4. For H strictly bigger than 1/4, our formula coincides with that obtai…
Multivariate normal approximation using Stein's method and Malliavin calculus
Ivan Nourdin, Giovanni Peccati, Anthony Réveillac
We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Ga…
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…