Profil

NOURDIN Ivan

University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)

Main Referenced Co-authors
PECCATI, Giovanni  (45)
Nualart, David (14)
Poly, Guillaume (8)
Darses, Sébastien (5)
Gradinaru, Mihai (5)
Main Referenced Keywords
continuous-time observation (1); convex relaxation (1); Gaussian quadratic forms (1); high frequency data (1); homogeneous polynomials (1);
Main Referenced Disciplines
Mathematics (115)
Physics (1)

Publications (total 116)

The most downloaded
540 downloads
Nourdin, I., Nualart, D., & Peccati, G. (2016). Quantitative stable limit theorems on the Wiener space. Annals of Probability, 44 (1), 1-41. doi:10.1214/14-AOP965 https://hdl.handle.net/10993/13954

The most cited

257 citations (Scopus®)

Nourdin, I., & Peccati, G. (2009). Stein's method on Wiener chaos. Probab. Theory Related Fields, 145 (1-2), 75--118. doi:10.1007/s00440-008-0162-x https://hdl.handle.net/10993/13567

Chen, P., Nourdin, I., Xu, L., & Yang, X. (In press). Multivariate stable approximation in Wasserstein distance by Stein's method. Journal of Theoretical Probability.
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Maini, L., & Nourdin, I. (2024). Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields. Annals of Probability. doi:10.1214/23-AOP1669
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Leonenko, N., MAINI, L., NOURDIN, I., & PISTOLATO, F. (2024). Limit theorems for $p$-domain functionals of stationary Gaussian fields. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/60625.

Jaramillo, A., Nourdin, I., Nualart, D., & Peccati, G. (2023). Limit theorems for additive functionals of the fractional Brownian motion. Annals of Probability, 51 (3), 1066-1111. doi:10.1214/22-AOP1612
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Dierickx, G., Nourdin, I., Peccati, G., & Rossi, M. (2023). Small Scale CLTs for the Nodal Length of Monochromatic Waves. Communications in Mathematical Physics, 397 (1), 1-36. doi:10.1007/s00220-022-04422-w
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Nourdin, I., Peccati, G., & Yang, X. (2022). Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Journal of Theoretical Probability. doi:10.1007/s10959-021-01112-6
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Garino, V., Nourdin, I., & Vallois, P. (2022). Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Electronic Journal of Probability. doi:10.1214/22-EJP852
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Nourdin, I., & Zheng, G. (2022). Asymptotic behaviour of large Gaussian correlated Wishart matrices. Journal of Theoretical Probability. doi:10.1007/s10959-021-01133-1
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Chen, P., Nourdin, I., Xu, L., Yang, X., & Zhang, R. (2022). Non-integrable stable approximation by Stein's method. Journal of Theoretical Probability. doi:10.1007/s10959-021-01094-5
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Douissi, S., Es-Sebaiy, K., KERCHEV, G., & NOURDIN, I. (2022). Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Electronic Journal of Statistics, 16 (1), 636 - 670. doi:10.1214/21-EJS1967
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Nourdin, I., & Pu, F. (2021). Gaussian fluctuation for Gaussian Wishart matrices of overall correlation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/46704.

Jaramillo Gil, A., Nourdin, I., & Peccati, G. (2021). Approximation of Fractional Local Times: Zero Energy and Derivatives. Annals of Applied Probability, In press.
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Nourdin, I., Nualart, D., & Peccati, G. (2021). The Breuer-Major Theorem in total variation: improved rates under minimal regularity. Stochastic Processes and Their Applications, 131, 1-20. doi:10.1016/j.spa.2020.08.007
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Garino, V., Nourdin, I., Nualart, D., & Salamat, M. (2021). Limit theorems for integral functionals of Hermite-driven processes. Bernoulli, 27 (3), 1764-1788. doi:10.3150/20-BEJ1291
Peer reviewed

Kerchev, G., Nourdin, I., Saksman, E., & Viitasaari, L. (2021). Local times and sample path properties of the Rosenblatt process. Stochastic Processes and Their Applications, 131, 498-522. doi:10.1016/j.spa.2020.09.018
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Campese, S., Nourdin, I., & Nualart, D. (2020). Continuous Breuer-Major theorem: tightness and non-stationarity. Annals of Probability, 48 (1), 147-177. doi:10.1214/19-AOP1357
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Baraud, Y., Nourdin, I., & Peccati, G. (2020). Estimating the number of infected persons. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/43287.

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
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Nourdin, I., Peccati, G., & Yang, X. (2020). Restricted hypercontractivity on the Poisson space. Proceedings of the American Mathematical Society, 148, 3617-3632. doi:10.1090/proc/14964
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Nourdin, I., & Nualart, D. (2020). The functional Breuer-Major theorem. Probability Theory and Related Fields, 176, 203-218. doi:10.1007/s00440-019-00917-1
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Chen, P., Nourdin, I., & Xu, L. (2020). Stein's method for asymmetric alpha-stable distributions, with application to the stable CLT. Journal of Theoretical Probability. doi:10.1007/s10959-020-01004-1
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Nourdin, I., Peccati, G., & Seuret, S. (2020). Sojourn time dimensions of fractional Brownian motion. Bernoulli, 26 (3), 1619-1634. doi:10.3150/19-BEJ1105
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Dalmao, F., Nourdin, I., Peccati, G., & Rossi, M. (2019). Phase singularities in complex arithmetic random waves. Electronic Journal of Probability, 24 (71), 1-45. doi:10.1214/19-EJP321
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Azmoodeh, E., & Nourdin, I. (2019). Almost sure limit theorems on Wiener chaos: the non-central case. Electronic Communications in Probability, 24 (9), 1-12. doi:10.1214/19-ECP212
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Nourdin, I., & Tran, T. T. D. (2019). Statistical inference for Vasicek-type model driven by Hermite processes. Stochastic Processes and Their Applications, 129 (10), 3774-3791. doi:10.1016/j.spa.2018.10.005
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Nourdin, I., Peccati, G., & Rossi, M. (2019). Nodal Statistics of Planar Random Waves. Communications in Mathematical Physics, 369 (1), 99-151. doi:10.1007/s00220-019-03432-5
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Nourdin, I., Peccati, G., & Yang, X. (2019). Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality. Electronic Communications in Probability, 24 (34), 1-12. doi:10.1214/19-ECP241
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Binotto, G., Nourdin, I., & Nualart, D. (2018). Weak symmetric integrals with respect to the fractional Brownian motion. Annals of Probability, 46 (4), 2243-2267. doi:10.1214/17-AOP1227
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Lechiheb, A., Nourdin, I., Zheng, G., & Haouala, E. (2018). Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Probability and Mathematical Statistics, 38 (2), 271-286. doi:10.19195/0208-4147.38.2.2
Peer reviewed

Lotz, M., McCoy, M. B., Nourdin, I., Peccati, G., & Tropp, J. A. (2018). Concentration of the Intrinsic Volumes of a Convex Body. In Geometric Aspects of Functional Analysis – Israel Seminar (GAFA) 2017-2019. Springer.
Peer reviewed

Nourdin, I., & Zheng, G. (2017). Exchangeable pairs on Wiener chaos. In High-Dimensional Probability VIII Proceedings. Springer.
Peer reviewed

Ledoux, M., Nourdin, I., & Peccati, G. (2017). A Stein deficit for the logarithmic Sobolev inequality. Science China Mathematics, 60, 1163-1180. doi:10.1007/s11425-016-0134-7
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Goldstein, L., Nourdin, I., & Peccati, G. (2017). Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula. Annals of Applied Probability, 27 (1), 1-47. doi:10.1214/16-AAP1195
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Nourdin, I., Peccati, G., Poly, G., & Simone, R. (June 2016). Classical and free fourth moment theorems: universality and thresholds. Journal of Theoretical Probability, 29 (2), 653-680. doi:10.1007/s10959-014-0590-8
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Malicet, D., Nourdin, I., Peccati, G., & Poly, G. (2016). Squared chaotic random variables: new moment inequalities with applications. Journal of Functional Analysis, 270 (2), 649-670. doi:10.1016/j.jfa.2015.10.013
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Nourdin, I., & Zintout, R. (2016). Asymptotic behaviour of the cross-variation of some integral long memory processes. Probability and Mathematical Statistics, 36 (1).
Peer reviewed

Nourdin, I., Nualart, D., & Peccati, G. (2016). Strong asymptotic independence on Wiener chaos. Proceedings of the American Mathematical Society, 144 (2), 875-886. doi:10.1090/proc12769
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Campese, S., Nourdin, I., Peccati, G., & Poly, G. (2016). Multivariate Gaussian approxi- mations on Markov chaoses. Electronic Communications in Probability, 21, 48. doi:10.1214/16-ECP4615
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Nourdin, I., & Nualart, D. (2016). Fisher information and the Fourth Moment Theorem. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 52 (2), 849-867. doi:10.1214/14-AIHP656
Peer reviewed

Nourdin, I., Nualart, D., & Peccati, G. (2016). Quantitative stable limit theorems on the Wiener space. Annals of Probability, 44 (1), 1-41. doi:10.1214/14-AOP965
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Poly, G. J., & Nourdin, I. (2016). Convergence in law implies convergence in total variation for polynomials in independent Gaussian, Gamma or Beta random variables. Progress in Probability, 71, 381-394. doi:10.1007/978-3-319-40519-3_17
Peer reviewed

Lechiheb, A., Nourdin, I., Zheng, G., & Haouala, E. (2016). Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Probability and Mathematical Statistics. doi:10.19195/0208-4147.38.2.2
Peer reviewed

Nourdin, I., Peccati, G., Poly, G., & Simone, R. (2016). Multidimensional limit theorems for homogeneous sums : a general transfer principle. ESAIM: Probability and Statistics, 20, 293-308. doi:10.1051/ps/2016014
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Ledoux, M., Nourdin, I., & Peccati, G. (February 2015). Stein's method, logarithmic Sobolev and transport inequalities. Geometric and Functional Analysis, 25, 256-306. doi:10.1007/s00039-015-0312-0
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Nourdin, I., & Peccati, G. (2015). The optimal fourth moment theorem. Proceedings of the American Mathematical Society, 143 (7), 3123-3133. doi:10.1090/S0002-9939-2015-12417-3
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Nourdin, I., Nualart, D., & Zintout, R. (2015). Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. doi:10.1007/s11203-015-9125-x
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Azais, J.-M., Dalmao, F., Leon, J., Nourdin, I., & Poly, G. (2015). Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/30069.

Poly, G., Nourdin, I., Bogachev, V., & Kosov, E. (2014). Two properties of vectors of quadratic forms in Gaussian random variables. Teoriya Veroyatnostei i ee Primeneniya, 59 (2), 214-232. doi:10.1137/S0040585X97T987041
Peer reviewed

Nourdin, I., & Zeineddine, R. (2014). An Itô's type formula for the fractional Brownian motion in Brownian time. Electronic Journal of Probability, 19 (99), 1-15. doi:10.1214/EJP.v19-3184
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Nourdin, I., & Rosinski, J. (2014). Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Annals of Probability, 42 (2), 497-526. doi:10.1214/12-AOP826
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Nourdin, I., & Taqqu, M. (2014). Central and non-central limit theorems in a free probability setting. Journal of Theoretical Probability, 27 (1), 220-248. doi:10.1007/s10959-012-0443-2
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Deya, A., & Nourdin, I. (2014). Invariance principles for homogeneous sums of free random variables. Bernoulli, 20 (2), 586-603. doi:10.3150/12-BEJ498
Peer reviewed

Nourdin, I., Peccati, G., & Swan, Y. (2014). Integration by parts and representation of information functionals. Abstract book of 2014 IEEE International Symposium on Information Theory (ISIT), 2217-2221.
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Nourdin, I., Peccati, G., & Swan, Y. (2014). Entropy and the fourth moment phenomenon. Journal of Functional Analysis, 266 (5), 3170-3207. doi:10.1016/j.jfa.2013.09.017
Peer reviewed

Nourdin, I., Peccati, G., & Viens, F. (2014). Comparison inequalities on the Wiener space. Stochastic Processes and Their Applications, 124 (4), 1566-1581. doi:10.1016/j.spa.2013.12.001
Peer reviewed

Es-Sebaiy, K., & Nourdin, I. (2013). Parameter estimation for alpha-fractional bridges. In Malliavin calculus and stochastic analysis. Springer.
Peer reviewed

Nourdin, I. (2013). Lectures on Gaussian approximations with Malliavin calculus. Lecture notes in Mathematics, 3-89. doi:10.1007/978-3-319-00321-4_1
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Deya, A., Noreddine, S., & Nourdin, I. (2013). Fourth moment theorem and q-Brownian chaos. Communications in Mathematical Physics, 321 (1), 113-134. doi:10.1007/s00220-012-1631-8
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Nourdin, I., & Peccati, G. (2013). Poisson approximations on the free Wigner chaos. Annals of Probability, 41 (4), 2709--2723. doi:10.1214/12-AOP815
Peer reviewed

Nourdin, I., Peccati, G., & Speicher, R. (2013). Multidimensional semicircular limits on the free Wigner chaos. In The Ascona Proceedings, 2011. Birkhäuser.
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Nourdin, I., Nualart, D., & Poly, G. J. (2013). Absolute continuity and convergence of densities for random vectors on Wiener chaos. Electronic Journal of Probability, 18 (22), 1--19. doi:10.1214/EJP.v18-2181
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Nourdin, I., & Poly, G. (2013). Convergence in total variation on Wiener chaos. Stochastic Processes and Their Applications, 123, 651-674. doi:10.1016/j.spa.2012.10.004
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Poly, G. J., & Nourdin, I. (2013). An invariance principle under the total variation distance. Stochastic Processes and Their Applications. doi:10.1016/j.spa.2014.12.010
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Deya, A., & Nourdin, I. (2012). Convergence of Wigner integrals to the tetilla law. ALEA: Latin American Journal of Probability and Mathematical Statistics, 9, 101-127.
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Nourdin, I., & Poly, G. (2012). Convergence in law in the second Wiener/Wigner chaos. Electronic Communications in Probability, 17 (36). doi:10.1214/ECP.v17-2023
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Nourdin, I. (2012). Selected aspects of fractional Brownian motion. Milan, Italy: Springer. doi:10.1007/978-88-470-2823-4

Kemp, T., Nourdin, I., Peccati, G., & Speicher, R. (2012). Wigner chaos and the fourth moment. Annals of Probability, 40 (4), 1577--1635. doi:10.1214/11-AOP657
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Biermé, H., Bonami, A., Nourdin, I., & Peccati, G. (2012). Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants. Latin American Journal of Probability and Mathematical Statistics, 9 (2), 473--500.
Peer reviewed

Nourdin, I., & Peccati, G. (2012). Normal approximations with Malliavin calculus. Cambridge, Unknown/unspecified: Cambridge University Press. doi:10.1017/CBO9781139084659

Nourdin, I. (2011). Yet another proof of the Nualart-Peccati criterion. Electronic Communications in Probability, 16, 467-481. doi:10.1214/ECP.v16-1642
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Noreddine, S., & Nourdin, I. (2011). On the Gaussian approximation of vector-valued multiple integrals. Journal of Multivariate Analysis, 102 (6), 1008-1017. doi:10.1016/j.jmva.2011.02.001
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Nourdin, I., Peccati, G., & Podolskij, M. (2011). Quantitative Breuer-Major theorems. Stochastic Processes and Their Applications, 121 (4), 793--812. doi:10.1016/j.spa.2010.12.006
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Nourdin, I., Réveillac, A., & Swanson, J. (2010). The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6. Electronic Journal of Probability, 15, 2117-2162. doi:10.1214/EJP.v15-843
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Darses, S., Nourdin, I., & Nualart, D. (2010). Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Bernoulli, 16 (4), 1262-1293. doi:10.3150/10-BEJ258
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Nourdin, I., & Nualart, D. (2010). Central limit theorems for multiple Skorohod integrals. Journal of Theoretical Probability, 23 (1), 39-64. doi:10.1007/s10959-009-0258-y
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Nourdin, I., Nualart, D., & Tudor, C. (2010). Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 46 (4), 1055-1079. doi:10.1214/09-AIHP342
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Nourdin, I., Peccati, G., & Reinert, G. (2010). Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Annals of Probability, 38 (5), 1947--1985. doi:10.1214/10-AOP531
Peer reviewed

Nourdin, I., & Peccati, G. (2010). Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. Latin American Journal of Probability and Mathematical Statistics, 7, 341--375.
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Nourdin, I., Peccati, G., & Anthony, R. (2010). Multivariate normal approximation using Stein's method and Malliavin calculus. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 46 (1), 45--58. doi:10.1214/08-AIHP308
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Nourdin, I., & Peccati, G. (2010). Cumulants on the Wiener space. Journal of Functional Analysis, 258 (11), 3775--3791. doi:10.1016/j.jfa.2009.10.024
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Nourdin, I., & Peccati, G. (2010). Stein's method meets Malliavin calculus: a short survey with new estimates. In Recent development in stochastic dynamics and stochastic analysis (pp. 207--236). World Sci. Publ., Hackensack, NJ. doi:10.1142/9789814277266_0014
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Nourdin, I., Peccati, G., & Reinert, G. (2010). Stein's method and stochastic analysis of Rademacher functionals. Electronic Journal of Probability, 15, 55, 1703--1742. doi:10.1214/EJP.V15-823
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Bardina, X., Nourdin, I., Rovira, C., & Tindel, S. (2010). Weak approximation of a fractional SDE. Stochastic Processes and Their Applications, 120, 39-65. doi:10.1016/j.spa.2009.10.008
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Bercu, B., Nourdin, I., & Taqqu, M. (2010). Almost sure central limit theorems on the Wiener space. Stochastic Processes and Their Applications, 120, 1607-1628. doi:10.1016/j.spa.2010.05.004
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Nourdin, I., & Viens, F. (2009). Density formula and concentration inequalities with Malliavin calculus. Electronic Journal of Probability, 14, 2287-2309. doi:10.1214/EJP.v14-707
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Nourdin, I. (2009). A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4. Journal of Functional Analysis, 256, 2304-2320. doi:10.1016/j.jfa.2008.10.005
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Neuenkirch, A., Nourdin, I., Rössler, A., & Tindel, S. (2009). Trees and asymptotic developments for fractional stochastic differential equations. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 45 (1), 157-174. doi:10.1214/07-AIHP159
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Nourdin, I., & Réveillac, A. (2009). Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4. Annals of Probability, 37 (6), 2200-2230. doi:10.1214/09-AOP473
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Gradinaru, M., & Nourdin, I. (2009). Milstein's type schemes for fractional SDEs. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 45 (4), 1085-1098. doi:10.1214/08-AIHP196
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Nourdin, I., & Peccati, G. (2009). Stein's method on Wiener chaos. Probab. Theory Related Fields, 145 (1-2), 75--118. doi:10.1007/s00440-008-0162-x
Peer reviewed

Nourdin, I., & Peccati, G. (2009). Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Annals of Probability, 37 (6), 2231--2261. doi:10.1214/09-AOP461
Peer reviewed

Nourdin, I., Peccati, G., & Reinert, G. (2009). Second order Poincaré inequalities and CLTs on Wiener space. Journal of Functional Analysis, 257 (2), 593--609. doi:10.1016/j.jfa.2008.12.017
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Nourdin, I., & Peccati, G. (2009). Noncentral convergence of multiple integrals. Annals of Probability, 37 (4), 1412--1426. doi:10.1214/08-AOP435
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Breton, J.-C., Nourdin, I., & Peccati, G. (2009). Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Electronic Journal of Statistics, 3, 416--425. doi:10.1214/09-EJS366
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Darses, S., Nourdin, I., & Peccati, G. (2009). Differentiating $\sigma$-fields for Gaussian and shifted Gaussian processes. Stochastics: an International Journal of Probablitiy and Stochastic Processes, 81 (1), 79--97. doi:10.1080/17442500802270768
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Breton, J.-C., & Nourdin, I. (2008). Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Electronic Communications in Probability, 13, 482-493. doi:10.1214/ECP.v13-1415
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Neuenkirch, A., Nourdin, I., & Tindel, S. (2008). Delay equations driven by rough paths. Electronic Journal of Probability, 13, 2031-2068. doi:10.1214/EJP.v13-575
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Darses, S., & Nourdin, I. (2008). Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2. Bernoulli, 14 (3), 822-837. doi:10.3150/08-BEJ124
Peer reviewed

Nourdin, I. (2008). Asymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motion. Annals of Probability, 36 (6), 2159-2175. doi:10.1214/07-AOP385
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Neuenkirch, A., & Nourdin, I. (2008). Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Journal of Theoretical Probability, 20 (4), 871-899. doi:10.1007/s10959-007-0083-0
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Nourdin, I. (2008). A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. Lecture notes in Mathematics, 181-197. doi:10.1007/978-3-540-77913-1_8
Peer reviewed

Gradinaru, M., & Nourdin, I. (2008). Stochastic volatility: approximation and goodness-of-fit test. Probability and Mathematical Statistics, 28 (1), 1-19.
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Nourdin, I., & Peccati, G. (2008). Weighted power variations of iterated Brownian motion. Electronic Journal of Probability, 13, 43, 1229--1256. doi:10.1214/EJP.v13-534
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Mazliak, L., & Nourdin, I. (2008). Optimal control for rough differential equations. Stochastics and Dynamics, 8 (1), 23-33. doi:10.1142/S021949370800224X
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Darses, S., & Nourdin, I. (2007). Dynamical properties and characterization of gradient drift diffusions. Electronic Communications in Probability, 12, 390-400. doi:10.1214/ECP.v12-1324
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Darses, S., & Nourdin, I. (2007). Stochastic derivatives for fractional diffusions. Annals of Probability, 35 (5), 1998-2020. doi:10.1214/009117906000001169
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Nourdin, I., & Simon, T. (2007). Correcting Newton-Cotes integrals by Lévy areas. Bernoulli, 13 (3), 695-711. doi:10.3150/07-BEJ6015
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Nourdin, I., & Simon, T. (2006). On the absolute continuity of Lévy processes with drift. Annals of Probability, 34 (3), 1035-1051. doi:10.1214/009117905000000620
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Nourdin, I., & Simon, T. (2006). On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Statistics and Probability Letters, 76 (9), 907-912. doi:10.1016/j.spl.2005.10.021
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Nourdin, I., & Tudor, C. (2006). Some linear fractional stochastic equations. Stochastics: an International Journal of Probablitiy and Stochastic Processes, 78 (2), 51-65.
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Gradinaru, M., Nourdin, I., Russo, F., & Vallois, P. (2005). m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index. Annales de l'Institut Henri Poincare (B) Probability & Statistics, 41 (4), 781-806. doi:10.1016/j.anihpb.2004.06.002
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Gradinaru, M., Nourdin, I., & Tindel, S. (2005). Itô's and Tanaka's type formulae for the stochastic heat equation: the linear case. Journal of Functional Analysis, 228 (1), 114-143. doi:10.1016/j.jfa.2005.02.008
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Nourdin, I. (2005). Schémas d'approximation associés à une équation différentielle dirigée par une fonction höldérienne; cas du mouvement brownien fractionnaire. Comptes Rendus de l'Académie des Sciences. Série I. Mathématique, 340 (8), 611-614.
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Gradinaru, M., & Nourdin, I. (2003). Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales. Electronic Journal of Probability, 8 (18), 1-26. doi:10.1214/EJP.v8-166
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Favaro, S., Hanin, B., Marinucci, D., NOURDIN, I., & PECCATI, G. (n.d.). Quantitative CLTs in Deep Neural Networks. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/57773.

GARINO, V., & NOURDIN, I. (n.d.). Total variation bound for Hadwiger's functional using Stein's method. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/57770.

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