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See detailThe fourth moment theorem on the Poisson space
Döbler, Christian UL; Peccati, Giovanni UL

in Annals of Probability (in press)

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See detailDerivative and divergence formulae for diffusion semigroups
Thalmaier, Anton UL; Thompson, James UL

in Annals of Probability (2019), 47(2), 743-773

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See detailWeak symmetric integrals with respect to the fractional Brownian motion
Binotto, Giulia; Nourdin, Ivan UL; Nualart, David

in Annals of Probability (2018), 46(4), 2243-2267

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See detailDiscrete versions of the transport equation and the Shepp-Olkin conjecture
Hillion, Erwan UL; Johnson, Oliver

in Annals of Probability (2016), 44(1), 276-306

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coeffcients which allow us to characterise transport problems in a gradient now setting ... [more ▼]

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coeffcients which allow us to characterise transport problems in a gradient now setting, and form the basis of our introduction of a discrete version of the Benamou--Brenier formula. Further, we use these coeffcients to state a new form of weighted log-concavity. These results are applied to prove the monotone case of the Shepp--Olkin entropy concavity conjecture. [less ▲]

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See detailQuantitative stable limit theorems on the Wiener space
Nourdin, Ivan UL; Nualart, David; Peccati, Giovanni UL

in Annals of Probability (2016), 44(1), 1-41

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See detailGeneralization of the Nualart-Peccati criterion
Azmoodeh, Ehsan UL; Malicet, Dominique; Mijoule, Guillaume et al

in Annals of Probability (2015), 44

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See detailAsymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Nourdin, Ivan UL; Rosinski, Jan

in Annals of Probability (2014), 42(2), 497-526

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See detailPoisson approximations on the free Wigner chaos
Nourdin, Ivan UL; Peccati, Giovanni UL

in Annals of Probability (2013), 41(4), 2709--2723

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See detailWigner chaos and the fourth moment
Kemp, Todd; Nourdin, Ivan UL; Peccati, Giovanni UL et al

in Annals of Probability (2012), 40(4), 1577--1635

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See detailStein's method and normal approximation of Poisson functionals
Peccati, Giovanni UL; Solé, J. L.; Taqqu, M. S. et al

in Annals of Probability (2010), 38(2), 443--478

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See detailInvariance principles for homogeneous sums: universality of Gaussian Wiener chaos
Nourdin, Ivan UL; Peccati, Giovanni UL; Reinert, Gesine

in Annals of Probability (2010), 38(5), 1947--1985

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See detailNoncentral convergence of multiple integrals
Nourdin, Ivan UL; Peccati, Giovanni UL

in Annals of Probability (2009), 37(4), 1412--1426

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See detailAsymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4
Nourdin, Ivan UL; Réveillac, Anthony

in Annals of Probability (2009), 37(6), 2200-2230

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See detailStein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
Nourdin, Ivan UL; Peccati, Giovanni UL

in Annals of Probability (2009), 37(6), 2231--2261

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See detailAsymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motion
Nourdin, Ivan UL

in Annals of Probability (2008), 36(6), 2159-2175

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See detailHoeffding decompositions and urn sequences
El-Dakkak, Omar; Peccati, Giovanni UL

in Annals of Probability (2008), 36(6), 2280--2310

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See detailStochastic derivatives for fractional diffusions
Darses, Sébastien; Nourdin, Ivan UL

in Annals of Probability (2007), 35(5), 1998-2020

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See detailOn the absolute continuity of Lévy processes with drift
Nourdin, Ivan UL; Simon, Thomas

in Annals of Probability (2006), 34(3), 1035-1051

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See detailMartingale structure of Skorohod integral processes
Peccati, Giovanni UL; Thieullen, Michèle; Ciprian, Tudor

in Annals of Probability (2006), 34(3), 1217--1239

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See detailCentral limit theorems for sequences of multiple stochastic integrals
Nualart, David; Peccati, Giovanni UL

in Annals of Probability (2005), 33(1), 177--193

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