114 citations · 979 across the 103 of their papers we have counts for
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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…
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Ivan Nourdin, David Nualart, Ciprian Tudor
In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q>=2 of the fractional Brownian motion with Hurst parameter…
Noncentral convergence of multiple integrals
Ivan Nourdin, Giovanni Peccati
Fix , denote by a Gamma random variable with parameter and let be a fixed even integer. Consider a sequence of square integrable ran…
Weak approximation of a fractional SDE
Xavier Bardina, Ivan Nourdin, Carles Rovira +1
In this note, a diffusion approximation result is shown for stochastic differential equations driven by a (Liouville) fractional Brownian motion B with Hurst parameter H in (1/3,1/…