BOURGUIN Solesne

Main Referenced Co-authors

Aboura, O. (1)

Breton, Jean-Christophe (1)

NOURDIN, Ivan (1)

Tudor, C.A. (1)

Tudor, Ciprian A (1)

Main Referenced Keywords

Malliavin calculus (3); Limit theorems (2); Backward stochastic differential equations (1); Chaos expansions (1); Density estimates (1);

Main Referenced Disciplines

Mathematics (5)

Publications (total 5)

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The most cited

15 citations (OpenCitations)

Bourguin, S., & Aboura, O. (18 May 2013). Density Estimates for Solutions to One Dimensional Backward SDE’s. Potential Analysis, 38 (2), 573-587. doi:10.1007/s11118-012-9287-8 https://hdl.handle.net/10993/26274

Bourguin, S., & Nourdin, I. (2020). Freeness characterisations on free chaos spaces. Pacific Journal of Mathematics, 305 (2), 447-472. doi:10.2140/pjm.2020.305.447

https://hdl.handle.net/10993/30065

Peer Reviewed verified by ORBi

Bourguin, S., & Aboura, O. (18 May 2013). Density Estimates for Solutions to One Dimensional Backward SDE’s. Potential Analysis, 38 (2), 573-587. doi:10.1007/s11118-012-9287-8

https://hdl.handle.net/10993/26274

Peer Reviewed verified by ORBi

Bourguin, S., & Tudor, C. A. (2013). Malliavin Calculus and Self Normalized Sums. In Séminaire de Probabilités XLV (pp. 323-351). Springer International Publishing. doi:10.1007/978-3-319-00321-4_13

https://hdl.handle.net/10993/26275

Bourguin, S., & Breton, J.-C. (2013). Asymptotic Cramer type decomposition for Wiener and Wigner integrals. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 16 (1). doi:10.1142/S0219025713500057

https://hdl.handle.net/10993/26276

Peer Reviewed verified by ORBi

Bourguin, S., & Tudor, C. A. (June 2012). Asymptotic theory for fractional regression models via Malliavin calculus. Journal of Theoretical Probability, 25 (2), 536-564. doi:10.1007/s10959-010-0302-y

https://hdl.handle.net/10993/26277

Peer Reviewed verified by ORBi