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See detailFine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs
Lachièze-Rey, Raphaël; Peccati, Giovanni UL

in Electronic Journal of Probability (2013), 18

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See detailStein's method and the multivariate CLT for traces of powers on the classical compact groups
Döbler, Christian UL; Stolz, Michael

in Electronic Journal of Probability (2011)

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See detailStochastic flows related to Walsh Brownian motion
Hajri, Hatem UL

in Electronic Journal of Probability (2011)

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See detailMulti-dimensional Gaussian fluctuations on the Poisson space
Peccati, Giovanni UL; Zheng, Cengbo

in Electronic Journal of Probability (2010), 15

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See detailThe weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6
Nourdin, Ivan UL; Réveillac, Anthony; Swanson, Jason

in Electronic Journal of Probability (2010), 15

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See detailStein's method and stochastic analysis of Rademacher functionals
Nourdin, Ivan UL; Peccati, Giovanni UL; Reinert, Gesine

in Electronic Journal of Probability (2010), 15

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See detailDensity formula and concentration inequalities with Malliavin calculus
Nourdin, Ivan UL; Viens, Frederi

in Electronic Journal of Probability (2009), 14

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See detailDelay equations driven by rough paths
Neuenkirch, Andreas; Nourdin, Ivan UL; Tindel, Samy

in Electronic Journal of Probability (2008), 13

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See detailWeighted power variations of iterated Brownian motion
Nourdin, Ivan UL; Peccati, Giovanni UL

in Electronic Journal of Probability (2008), 13

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See detailStable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning
Peccati, Giovanni UL; Taqqu, Murad S.

in Electronic Journal of Probability (2007), 12

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See detailApproximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
Gradinaru, Mihai; Nourdin, Ivan UL

in Electronic Journal of Probability (2003), 8(18), 1-26

Detailed reference viewed: 153 (3 UL)