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   Freeness characterisations on free chaos spacesBourguin, Solesne  ; Nourdin, Ivan in Pacific Journal of Mathematics (2020), 305(2), 447-472 Detailed reference viewed: 194 (3 UL)Density Estimates for Solutions to One Dimensional Backward SDE’sBourguin, Solesne ; in Potential Analysis (2013), 38(2), 573-587 In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can ... [more ▼] In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can be obtained. [less ▲] Detailed reference viewed: 150 (0 UL)Malliavin Calculus and Self Normalized SumsBourguin, Solesne ; in Séminaire de Probabilités XLV (2013) We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry–Esséen bound with respect to ... [more ▼] We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry–Esséen bound with respect to several distances. [less ▲] Detailed reference viewed: 140 (0 UL)Asymptotic Cramer type decomposition for Wiener and Wigner integralsBourguin, Solesne ; in Infinite Dimensional Analysis, Quantum Probability and Related Topics (2013), 16(1), Detailed reference viewed: 160 (2 UL)Asymptotic theory for fractional regression models via Malliavin calculusBourguin, Solesne ; in Journal of Theoretical Probability (2012), 25(2), 536-564 Detailed reference viewed: 183 (1 UL) |
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