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hal-00379919v1
Article dans une revue
I. Nourdin, A. Neuenkirch, A. Rössler, S. Tindel. Trees and asymptotic expansions for fractional stochastic differential equations Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2009, 45 (1), pp.157-174 |
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hal-00445924v1
Article dans une revue
I. Nourdin, M. Gradinaru. Milstein's type scheme for fractional SDEs Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2009, 45 (4), pp.1085-1098 |
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hal-00401108v1
Article dans une revue
I. Nourdin, G. Peccati, S. Darses. Differentiating σ-fields for Gaussian and shifted Gaussian processes Stochastics An International Journal of Probability and Stochastic Processes, Taylor & Francis, 2009, 81 (1), pp.79-97 |
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hal-00355195v1
Article dans une revue
I. Nourdin, J.C. Breton. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion Electronic Communication in Probability, 2008, 13 (46), pp.482-493 |
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hal-00290870v1
Article dans une revue
L. Mazliak, I. Nourdin. Optimal control for rough differential equations Stochastic and Dynamics, 2008, 8 (1), pp.23-33 |
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hal-00497571v1
Chapitre d'ouvrage
I. Nourdin, G. Peccati. Stein's method meets Malliavin calculus: a short survey with new estimates J. Duan, S. Luo, C. Wang. Recent Developments in Stochastic Dynamics and Stochastic Analysis, World Scientific, pp.207-236, 2010, Interdisciplinary Mathematical Sciences, vol. 8 |
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hal-00204490v1
Article dans une revue
I. Nourdin, A. Neuenkirch. Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion Journal of Theoretical Probability, Sprnger, 2007, 20 (4), pp.871-899 |
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hal-00559457v1
Article dans une revue
I. Nourdin, D. Nualart, C.A. Tudor. Central and non-central limit theorems for weighted power variations of fractional Brownian motion Annales de l'IHP - Probabilités et Statistiques, 2011, 46 (4), pp.1055-1079 |
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hal-00485277v1
Article dans une revue
I. Nourdin, G. Peccati, A. Réveillac. Multivariate normal approximation using Stein's method and Malliavin calculus Annales de l'IHP - Probabilités et Statistiques, 2010, 46 (1), pp.45-58 |
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hal-00083104v1
Article dans une revue
I. Nourdin, C.A. Tudor. Some linear fractional stochastic equations Stochastics, 2006, 78 n.2, pp.51-65 |
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hal-00356288v1
Chapitre d'ouvrage
I. Nourdin. A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one C. Donati-Martin, M. Emery, A. Rouault, C. Stricker. Séminaire de probabilités XLI, Springer, pp.181-197, 2008, Lecture Notes in Mathematics n°1934 |
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hal-00706649v1
Article dans une revue
I. Nourdin, M. Gradinaru. Stochastic volatility: approximation and goodness-of-fit test Probability and Mathematical Statistics, 2008, 28 (1), pp.1-19 |
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hal-00518131v1
Article dans une revue
I. Nourdin, B. Bercu, M.S. Taqqu. Almost sure central limit theorems on the Wiener space Stochastic Processes and their Applications, Elsevier, 2010, 120 (9), pp.1607-1628 |
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hal-00443722v1
Article dans une revue
I. Nourdin, X. Bardina, C. Rovira, S. Tindel. Weak approximation of a fractional SDE Stochastic Processes and their Applications, Elsevier, 2010, 120 (1), pp.39-65 |
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hal-00083102v1
Article dans une revue
I. Nourdin, T. Simon. On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion Statistics and Probability Letters, Elsevier, 2006, 76 n.9, pp.907-912 |
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hal-00707227v1
Article dans une revue
I. Nourdin, G. Peccati. Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs ALEA, Latin American Journal of Probability and Mathematical Statistics, IMS, 2010, 7, pp.341-375 |
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hal-00469195v1
Article dans une revue
I. Nourdin, D. Nualart. Central Limit Theorems for Multiple Skorokhod Integrals Journal of Theoretical Probability, Sprnger, 2010, 23 (1), pp.39-64 |
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hal-00401096v1
Article dans une revue
I. Nourdin, J.-C. Breton, G. Peccati. Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2009, 3, pp.416-425 |
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hal-00414691v1
Article dans une revue
I. Nourdin, I. Peccati. Noncentral convergence of multiple integrals Annals of Probability, Institute of Mathematical Statistics, 2009, 37 (4), pp.1412-1426 |
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hal-00523525v1
Article dans une revue
I. Nourdin, G. Peccati, G. Reinert. Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos Annals of Probability, Institute of Mathematical Statistics, 2010, 38 (5), pp.1947-1985 |
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hal-00445931v1
Article dans une revue
I. Nourdin, G. Peccati. Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields Annals of Probability, Institute of Mathematical Statistics, 2009, 37 (6), pp.2231-2261 |
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hal-00445940v1
Article dans une revue
I. Nourdin, A. Réveillac. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4 Annals of Probability, Institute of Mathematical Statistics, 2009, 37 (6), pp.2200-2230 |
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hal-00355189v1
Article dans une revue
I. Nourdin. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion Annals of Probability, Institute of Mathematical Statistics, 2008, 36 (6), pp.2159-2175 |
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hal-00181890v1
Article dans une revue
I. Nourdin, S. Darses. Stochastic derivatives for fractional diffusions Annals of Probability, Institute of Mathematical Statistics, 2007, 35 (5), pp.1998-2020 |
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hal-00083101v1
Article dans une revue
I. Nourdin, T. Simon. On the absolute continuity of Lévy processes with drift Annals of Probability, Institute of Mathematical Statistics, 2006, 34 n.3, pp.1035-1051 |
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hal-00204546v1
Article dans une revue
I. Nourdin, S. Darses. Dynamical properties and characterization of gradient drift diffusions Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2007, 12 (37), pp.390-400 |
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hal-00707225v1
Article dans une revue
I. Nourdin, G. Peccati, G. Reinert. Stein's method and stochastic analysis of Rademacher functionals Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2010, 15 (55), pp.1703-1742 |
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hal-00707231v1
Article dans une revue
I. Nourdin, A. Réveillac, J. Swanson. The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2010, 15 (70), pp.2117-2162 |
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hal-00355191v1
Article dans une revue
I. Nourdin, G. Peccati. Weighted power variations of iterated Brownian motion Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2008, 13 (43), pp.1229-1256 |
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hal-00437689v1
Article dans une revue
I. Nourdin, F. Viens. Density formula and concentration inequalities with Malliavin calculus Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2009, 14 (78), pp.2287-2309 |
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