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Results 81-100 of 112.
   Central and non-central limit theorems for weighted power variations of fractional Brownian motionNourdin, Ivan  ; ; in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2010), 46(4), 1055-1079 Detailed reference viewed: 130 (9 UL)Weak approximation of a fractional SDE; Nourdin, Ivan ; et alin Stochastic Processes and Their Applications (2010), 120 Detailed reference viewed: 124 (4 UL)A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4Nourdin, Ivan in Journal of Functional Analysis (2009), 256 Detailed reference viewed: 107 (2 UL)Stein's method on Wiener chaosNourdin, Ivan ; Peccati, Giovanni in Probab. Theory Related Fields (2009), 145(1-2), 75--118 Detailed reference viewed: 182 (4 UL)Noncentral convergence of multiple integralsNourdin, Ivan ; Peccati, Giovanni in Annals of Probability (2009), 37(4), 1412--1426 Detailed reference viewed: 199 (3 UL)Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fieldsNourdin, Ivan ; Peccati, Giovanni in Annals of Probability (2009), 37(6), 2231--2261 Detailed reference viewed: 198 (1 UL)Second order Poincaré inequalities and CLTs on Wiener spaceNourdin, Ivan ; Peccati, Giovanni ; in Journal of Functional Analysis (2009), 257(2), 593--609 Detailed reference viewed: 173 (2 UL)Differentiating $\sigma$-fields for Gaussian and shifted Gaussian processes; Nourdin, Ivan ; Peccati, Giovanni in Stochastics: an International Journal of Probablitiy and Stochastic Processes (2009), 81(1), 79--97 Detailed reference viewed: 157 (2 UL)Density formula and concentration inequalities with Malliavin calculusNourdin, Ivan ; in Electronic Journal of Probability (2009), 14 Detailed reference viewed: 124 (4 UL)Milstein's type schemes for fractional SDEs; Nourdin, Ivan in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2009), 45(4), 1085-1098 Detailed reference viewed: 104 (7 UL)Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4Nourdin, Ivan ; in Annals of Probability (2009), 37(6), 2200-2230 Detailed reference viewed: 96 (1 UL)Exact confidence intervals for the Hurst parameter of a fractional Brownian motion; Nourdin, Ivan ; Peccati, Giovanni in Electronic Journal of Statistics (2009), 3 Detailed reference viewed: 177 (2 UL)Trees and asymptotic developments for fractional stochastic differential equations; Nourdin, Ivan ; et alin Annales de l'Institut Henri Poincare (B) Probability & Statistics (2009), 45(1), 157-174 Detailed reference viewed: 53 (4 UL)A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension oneNourdin, Ivan in Lecture notes in Mathematics (2008) Detailed reference viewed: 124 (1 UL)Asymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motionNourdin, Ivan in Annals of Probability (2008), 36(6), 2159-2175 Detailed reference viewed: 52 (3 UL)Weighted power variations of iterated Brownian motionNourdin, Ivan ; Peccati, Giovanni in Electronic Journal of Probability (2008), 13 Detailed reference viewed: 156 (1 UL)Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion; Nourdin, Ivan in Electronic Communications in Probability (2008), 13 Detailed reference viewed: 124 (1 UL)Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2; Nourdin, Ivan in Bernoulli (2008), 14(3), 822-837 Detailed reference viewed: 53 (1 UL)Optimal control for rough differential equations; Nourdin, Ivan in Stochastics and Dynamics (2008), 8(1), 23-33 Detailed reference viewed: 126 (2 UL)Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion; Nourdin, Ivan in Journal of Theoretical Probability (2008), 20(4), 871-899 Detailed reference viewed: 111 (6 UL) |
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