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Ivan Nourdin (PMA)

Identifiers

  • name variant Ivan Nourdin (PMA) 0.60 · backfill

Papers (24)

  1. Quantitative Breuer-Major Theorems math.PR · 2010 · author #1
  2. Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs math.PR · 2010 · author #1
  3. Cumulants on the Wiener Space math.PR · 2009 · author #1
  4. Universal Gaussian fluctuations of non-Hermitian matrix ensembles math.PR · 2009 · author #1
  5. Stein's method meets Malliavin calculus: a short survey with new estimates math.PR · 2009 · author #1
  6. Exact confidence intervals for the Hurst parameter of a fractional Brownian motion math.PR · 2009 · author #2
  7. Second order Poincar\'e inequalities and CLTs on Wiener space math.PR · 2008 · author #1
  8. Stein's method and stochastic analysis of Rademacher functionals math.PR · 2008 · author #1
  9. A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 math.PR · 2008 · author #1
  10. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion math.PR · 2008 · author #2
  11. Multivariate normal approximation using Stein's method and Malliavin calculus math.PR · 2008 · author #1
  12. Stein's method on Wiener chaos math.PR · 2007 · author #1
  13. Delay equations driven by rough paths math.PR · 2007 · author #2
  14. Weighted power variations of iterated Brownian motion math.PR · 2007 · author #1
  15. Central and non-central limit theorems for weighted power variations of fractional Brownian motion math.PR · 2007 · author #1
  16. Weak approximation of a fractional SDE math.PR · 2007 · author #2
  17. Central limit theorems for multiple Skorohod integrals math.PR · 2007 · author #1
  18. Milstein's type schemes for fractional SDEs math.PR · 2007 · author #2
  19. Differentiating sigma-fields for Gaussian and shifted Gaussian processes math.PR · 2007 · author #2
  20. Dynamical properties and characterization of gradient drift diffusions math.PR · 2006 · author #2
  21. Trees and asymptotic developments for fractional stochastic differential equations math.PR · 2006 · author #2
  22. Optimal control for rough differential equations math.PR · 2006 · author #2
  23. Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion math.PR · 2006 · author #2
  24. Remarks on some linear fractional stochastic equations math.PR · 2005 · author #1

Mentions

  • 1005.3107 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 1002.1212 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0910.1996 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0908.0391 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0906.4419 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0901.4456 #2 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0811.4485 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0810.2890 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0806.2248 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0804.2528 #2 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0804.1889 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0712.2940 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0711.2633 #2 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0711.0858 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0710.5639 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0709.0805 #2 · backfill · confidence 0.70 Ivan Nourdin (PMA)
  • 0707.3448 #1 · backfill · confidence 0.70 Ivan Nourdin (PMA)

Frequent Coauthors