Ivan Nourdin Books
Normal approximations with Malliavin calculus
By Ivan Nourdin
"Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors disc...
Read MoreSelected Aspects of Fractional Brownian Motion
By Ivan Nourdin
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaus...
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