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Ivan Nourdin

Identifiers

  • name variant Ivan Nourdin 0.60 · backfill

Papers (40)

  1. Malliavin calculus and densities for chaos-driven stochastic differential equations math.PR · 2026 · author #3
  2. The Breuer-Major Theorem in total variation: improved rates under minimal regularity math.PR · 2019 · author #1
  3. Restricted hypercontractivity on the Poisson space math.PR · 2019 · author #1
  4. Non-integrable stable approximation by Stein's method math.PR · 2019 · author #2
  5. Approximation of Fractional Local Times: Zero Energy and Derivatives math.PR · 2019 · author #2
  6. Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality math.PR · 2018 · author #1
  7. Concentration of the Intrinsic Volumes of a Convex Body math.MG · 2018 · author #3
  8. Sojourn time dimensions of fractional Brownian motion math.PR · 2018 · author #1
  9. Stein's method for asymmetric $\alpha$-stable distributions, with application to the stable CLT math.PR · 2018 · author #2
  10. The functional Breuer-Major theorem math.PR · 2018 · author #1
  11. Continuous Breuer-Major theorem: tightness and non-stationarity math.PR · 2018 · author #2
  12. Almost sure limit theorems on Wiener chaos: the non-central case math.PR · 2018 · author #2
  13. Statistical inference for Vasicek-type model driven by Hermite processes math.PR · 2017 · author #1
  14. Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization math.PR · 2016 · author #2
  15. Weak symmetric integrals with respect to the fractional Brownian motion math.PR · 2016 · author #2
  16. A Stein deficit for the logarithmic Sobolev inequality math.PR · 2016 · author #2
  17. Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients math.PR · 2015 · author #4
  18. Multivariate Gaussian approximations on Markov chaoses math.PR · 2015 · author #2
  19. Multidimensional limit theorems for homogeneous sums: a general transfer principle math.PR · 2015 · author #1
  20. Squared chaotic random variables: new moment inequalities with applications math.PR · 2015 · author #2
  21. Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation math.PR · 2015 · author #1
  22. Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula math.PR · 2014 · author #2
  23. Integration by parts and representation of information functionals math.PR · 2013 · author #1
  24. Quantitative stable limit theorems on the Wiener space math.PR · 2013 · author #1
  25. Asymptotic independence of multiple Wiener-It\^{o} integrals and the resulting limit laws math.PR · 2011 · author #1
  26. Poisson approximations on the free Wigner chaos math.PR · 2011 · author #1
  27. Wigner chaos and the fourth moment math.PR · 2010 · author #2
  28. The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 math.PR · 2010 · author #1
  29. Almost sure central limit theorems on the Wiener space math.PR · 2009 · author #2
  30. A multiple stochastic integral criterion for almost sure limit theorems math.PR · 2009 · author #2
  31. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis math.PR · 2009 · author #2
  32. Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos math.PR · 2009 · author #1
  33. Stein's method and exact Berry--Esseen asymptotics for functionals of Gaussian fields math.PR · 2008 · author #1
  34. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$ math.PR · 2008 · author #1
  35. Noncentral convergence of multiple integrals math.PR · 2007 · author #1
  36. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion math.PR · 2007 · author #1
  37. Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $H>1/2$ math.PR · 2007 · author #2
  38. On the absolute continuity of L\'{e}vy processes with drift math.PR · 2006 · author #1
  39. Stochastic derivatives for fractional diffusions math.PR · 2006 · author #2
  40. Correcting Newton--C\^{o}tes integrals by L\'{e}vy areas math.PR · 2006 · author #1

Mentions

  • 1103.3925 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 1009.3949 #2 · backfill · confidence 0.70 Ivan Nourdin
  • 1006.4238 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 0912.2398 #2 · backfill · confidence 0.70 Ivan Nourdin
  • 0904.2094 #2 · backfill · confidence 0.70 Ivan Nourdin
  • 0904.1401 #2 · backfill · confidence 0.70 Ivan Nourdin
  • 0904.1153 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 0803.0458 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 0802.3307 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 0709.3903 #1 · backfill · confidence 0.70 Ivan Nourdin
  • 0705.0570 #1 · backfill · confidence 0.70 Ivan Nourdin

Frequent Coauthors