9 papers
Functional Scaling Limits of Interpolated Correlated Random Walks in Hölder Topology
Felix Benning, Ivan Nourdin
We prove functional scaling limits for interpolated random walks whose increments are functions of a stationary Gaussian sequence. In this setting, the classical Dobrushin-Major-Ta…
Malliavin calculus and densities for chaos-driven stochastic differential equations
Laurent Loosveldt, Yassine Nachit, Ivan Nourdin
We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\…
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1
We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in , including spatiotemporal settings, and establish Gaus…
Limit theorems for -domain functionals of stationary Gaussian fields
Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1
Fix an integer and refer to it as the number of growing domains. For each , fix a compact subset where $d_1,\ldots,d_p\g…
Optimal local central limit theorems on Wiener chaos
Masahisa Ebina, Ivan Nourdin, Giovanni Peccati
This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal di…
Malliavin smoothness of the Rosenblatt process
Laurent Loosveldt, Yassine Nachit, Ivan Nourdin +1
We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt…