The fourth moment theorem on the Poisson space

in Annals of Probability (in press)

Weak symmetric integrals with respect to the fractional Brownian motion

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

Discrete versions of the transport equation and the Shepp-Olkin conjecture

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 ▲]

Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws

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

Wigner chaos and the fourth moment

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

Stein's method and normal approximation of Poisson functionals

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

Noncentral convergence of multiple integrals

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

Hoeffding decompositions and urn sequences

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

Stochastic derivatives for fractional diffusions

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

Martingale structure of Skorohod integral processes

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