Browse ORBilu by Open Access
- What it is and what it isn't
- Green Road / Gold Road?
- Ready to Publish. Now What?
- How can I support the OA movement?
- Where can I learn more?
ORBilu is a project developed by
Showing results 81 to 100 of 112
   Weak approximation of a fractional SDE; Nourdin, Ivan  ; et alin Stochastic Processes and Their Applications (2010), 120 Detailed reference viewed: 187 (4 UL)Stein's method and stochastic analysis of Rademacher functionalsNourdin, Ivan ; Peccati, Giovanni ; in Electronic Journal of Probability (2010), 15 Detailed reference viewed: 263 (3 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: 190 (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: 173 (1 UL)Noncentral convergence of multiple integralsNourdin, Ivan ; Peccati, Giovanni in Annals of Probability (2009), 37(4), 1412--1426 Detailed reference viewed: 262 (3 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: 125 (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: 171 (2 UL)Density formula and concentration inequalities with Malliavin calculusNourdin, Ivan ; in Electronic Journal of Probability (2009), 14 Detailed reference viewed: 185 (4 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: 256 (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: 241 (4 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: 217 (2 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: 264 (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: 240 (2 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: 121 (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: 214 (5 UL)Delay equations driven by rough paths; Nourdin, Ivan ; in Electronic Journal of Probability (2008), 13 Detailed reference viewed: 192 (1 UL)Weighted power variations of iterated Brownian motionNourdin, Ivan ; Peccati, Giovanni in Electronic Journal of Probability (2008), 13 Detailed reference viewed: 246 (1 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: 165 (1 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: 192 (6 UL)Stochastic volatility: approximation and goodness-of-fit test; Nourdin, Ivan in Probability and Mathematical Statistics (2008), 28(1), 1-19 Detailed reference viewed: 117 (1 UL) |
||
