References of "Bourguin, Solesne 40021464"
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See detailFreeness characterisations on free chaos spaces
Bourguin, Solesne UL; Nourdin, Ivan UL

E-print/Working paper (2017)

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See detailDensity Estimates for Solutions to One Dimensional Backward SDE’s
Bourguin, Solesne UL; Aboura, O.

in Potential Analysis (2013), 38(2), 573-587

In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can ... [more ▼]

In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can be obtained. [less ▲]

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See detailMalliavin Calculus and Self Normalized Sums
Bourguin, Solesne UL; Tudor, Ciprian A

in Séminaire de Probabilités XLV (2013)

We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry–Esséen bound with respect to ... [more ▼]

We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry–Esséen bound with respect to several distances. [less ▲]

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See detailAsymptotic Cramer type decomposition for Wiener and Wigner integrals
Bourguin, Solesne UL; Breton, Jean-Christophe

in Infinite Dimensional Analysis, Quantum Probability & Related Topics (2013), 16(1),

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See detailAsymptotic theory for fractional regression models via Malliavin calculus
Bourguin, Solesne UL; Tudor, C.A.

in Journal of Theoretical Probability (2012), 25(2), 536-564

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