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AuthorNourdin, Ivan (3)Réveillac, Anthony (3)Peccati, Giovanni (1)Swanson, Jason (1)Subject
Fractional Brownian motion (3)
Malliavin calculus (3)
Breuer–Major CLT (1)change of variable formula (1)Gaussian processes (1)Normal approximation (1)quartic process (1)Stein’s method (1)Stochastic integration (1)Stratonovich integral (1)... Plus d'optionsDate Issued2010 (2)2009 (1)Type de documentArticle accepté pour publication ou publié (3)

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Multivariate normal approximation using Stein's method and Malliavin calculus 

Nourdin, Ivan; Réveillac, Anthony; Peccati, Giovanni (2010) Article accepté pour publication ou publié
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The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 

Nourdin, Ivan; Réveillac, Anthony; Swanson, Jason (2010) Article accepté pour publication ou publié
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Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4 

Nourdin, Ivan; Réveillac, Anthony (2009) Article accepté pour publication ou publié

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