Publications

In press

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See detailGradient Estimates on Dirichlet and Neumann Eigenfunctions
Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu

in International Mathematics Research Notices (in press)

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See detailThe fourth moment theorem on the Poisson space
Döbler, Christian; Peccati, Giovanni

in Annals of Probability (in press)

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See detailThe Gamma Stein equation and non-central de Jong theorems
Döbler, Christian; Peccati, Giovanni

in Bernoulli (in press)

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See detailConcentration of the Intrinsic Volumes of a Convex Body
Lotz, Martin; McCoy, Michael B.; Nourdin, Ivan; Peccati, Giovanni; Tropp, Joel A.

in Geometric Aspects of Functional Analysis (in press)

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See detailRestricted hypercontractivity on the Poisson space
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan

in Proceedings of the American Mathematical Society (in press)

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See detailConcentration bounds for geometric Poisson functionals: logarithmic Sobolev inequalities revisited
Peccati, Giovanni; Bachmann, Sascha

in Electronic Journal of Probability (in press)

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See detailGaussian Random Measures Generated by Berry's Nodal Sets
Peccati, Giovanni; Vidotto, Anna

in Journal of Statistical Physics (in press)

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2020

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See detailRadial processes for sub-Riemannian Brownian motions and applications
Baudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa; Neel, Robert; Thalmaier, Anton

E-print/Working paper (2020)

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See detailExponential contraction in Wasserstein distance on static and evolving manifolds
Cheng, Li Juan; Thalmaier, Anton; Zhang, Shao-Qin

E-print/Working paper (2020)

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See detailScattering theory without injectivity radius assumptions, and spectral stability for the Ricci flow
Güneysu, Batu; Thalmaier, Anton

in Annales de l'Institut Fourier (2020), 70(1),

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See detailMultivariate normal approximation on the Wiener space: new bounds in the convex distance
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan

E-print/Working paper (2020)

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2019

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See detailSub-Laplacian comparison theorems on totally geodesic Riemannian foliations
Baudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa; Thalmaier, Anton

in Calculus of Variations and Partial Differential Equations (2019), 58:130(4), 1-38

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See detailBrownian Loops, Layering Fields and Imaginary Gaussian Multiplicative Chaos
Camia, Federico; Gandolfi, Alberto; Peccati, Giovanni; Reddy, Tulasi

E-print/Working paper (2019)

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See detailFunctional inequalities on path space of sub-Riemannian manifolds and applications
Cheng, Li Juan; Grong, Erlend; Thalmaier, Anton

E-print/Working paper (2019)

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See detailPhase singularities in complex arithmetic random waves
Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia

in Electronic Journal of Probability (2019), 24(71), 1-45

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See detailFunctional Convergence of U-processes with Size-Dependent Kernels
Döbler, Christian; Kasprzak, Mikolaj; Peccati, Giovanni

E-print/Working paper (2019)

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See detailQuantitative CLTs for symmetric U-statistics using contractions
Döbler, Christian; Peccati, Giovanni

in Electronic Journal of Probability (2019)

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See detailStochastic completeness and gradient representations for sub-Riemannian manifolds
Grong, Erlend; Thalmaier, Anton

in Potential Analysis (2019), 51(2), 219-254

See detailApproximation of Fractional Local Times: Zero Energy and Weak Derivatives
Jaramillo Gil, Arturo; Nourdin, Ivan; Peccati, Giovanni

E-print/Working paper (2019)

See detailThe Breuer-Major Theorem in total variation: improved rates under minimal regularity
Nourdin, Ivan; Nualart, David; Peccati, Giovanni

E-print/Working paper (2019)

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See detailNodal Statistics of Planar Random Waves
Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia

in Communications in Mathematical Physics (2019), 369(1), 99-151

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See detailBerry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan

in Electronic Communications in Probability (2019), 24(34), 1-12

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See detailDerivative and divergence formulae for diffusion semigroups
Thalmaier, Anton; Thompson, James

in Annals of Probability (2019), 47(2), 743-773

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2018

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See detailCharacterization of pinched Ricci curvature by functional inequalities
Cheng, Li Juan; Thalmaier, Anton

in Journal of Geometric Analysis (The) (2018), 28(3), 2312-2345

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See detailEvolution systems of measures and semigroup properties on evolving manifolds
Cheng, Li Juan; Thalmaier, Anton

in Electronic Journal of Probability (2018), 23(20), 1-27

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See detailSpectral gap on Riemannian path space over static and evolving manifolds
Cheng, Li Juan; Thalmaier, Anton

in Journal of Functional Analysis (2018), 274(4), 959-984

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See detailFunctional inequalities on manifolds with non-convex boundary
Cheng, Li Juan; Thalmaier, Anton; Thompson, James

in Science China Mathematics (2018), 61(8), 1421-1436

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See detailQuantitative C1-estimates by Bismut formulae
Cheng, Li Juan; Thalmaier, Anton; Thompson, James

in Journal of Mathematical Analysis and Applications (2018), 465(2), 803-813

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See detailUniform gradient estimates on manifolds with a boundary and applications
Cheng, Li Juan; Thalmaier, Anton; Thompson, James

in Analysis and Mathematical Physics (2018), 8(4), 571-588

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See detailFourth moment theorems on the Poisson space: analytic statements via product formulae
Döbler, Christian; Peccati, Giovanni

in Electronic Communications in Probability (2018), 23

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See detailLimit theorems for symmetric U-statistics using contractions
Döbler, Christian; Peccati, Giovanni

E-print/Working paper (2018)

See detailSojourn time dimensions of fractional Brownian motion
Nourdin, Ivan; Peccati, Giovanni; Seuret, Stéphane

E-print/Working paper (2018)

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2017

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See detailQuantitative de Jong theorems in any dimension
Döbler, Christian; Peccati, Giovanni

in Electronic Journal of Probability (2017), 22

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See detailGaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula
Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni

in Annals of Applied Probability (2017), 27(1), 1-47

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See detailA Stein deficit for the logarithmic Sobolev inequality
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni

in Science China Mathematics (2017), 60

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See detailNew Kolmogorov bounds for functionals of binomial point processes
Peccati, Giovanni; Lachièze-Rey, Raphael

in Annals of Applied Probability (2017), 27(4), 1992-20131

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2016

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See detailThe law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
Azmoodeh, Ehsan; Peccati, Giovanni; Poly, Guillaume

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2016), 13

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See detailGaussian approximations of nonlinear statistis on the sphere
Bourguin, Solesne; Durastanti, Claudio; Marinucci, Domenico; Peccati, Giovanni

in Journal of Mathematical Analysis and Applications (2016), 436(2), 1121-1148

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See detailMultivariate Gaussian approxi- mations on Markov chaoses
Campese, Simon; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume

in Electronic Communications in Probability (2016), 21

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See detailRiemannian and Sub-Riemannian geodesic flow
Godoy Molina, Mauricio; Grong, Erlend

in Journal of Geometric Analysis (The) (2016)

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See detailModel spaces in sub-Riemannian geometry
Grong, Erlend

E-print/Working paper (2016)

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See detailSubmersions, Hamiltonian systems and optimal solutions to the rolling manifolds problem
Grong, Erlend

in SIAM Journal on Control & Optimization (2016), 54(2), 536-566

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See detailCurvature-dimension inequalities on sub-Riemannian manifolds obtained from Riemannian foliations: Part I
Grong, Erlend; Thalmaier, Anton

in Mathematische Zeitschrift (2016), 282(1), 99-130

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See detailCurvature-dimension inequalities on sub-Riemannian manifolds obtained from Riemannian foliations: Part II
Grong, Erlend; Thalmaier, Anton

in Mathematische Zeitschrift (2016), 282(1), 131-164

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See detailDiscrete versions of the transport equation and the Shepp-Olkin conjecture
Hillion, Erwan; Johnson, Oliver

in Annals of Probability (2016), 44(1), 276-306

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See detailNormal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization
Last, Guenter; Peccati, Giovanni; Schulte, Matthias

in Probability Theory & Related Fields (2016), 165(3), 667-723

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See detailSquared chaotic random variables: new moment inequalities with applications
Malicet, Dominique; Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume

in Journal of Functional Analysis (2016), 270(2), 649-670

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See detailNon-universality of nodal length distribution for arithmetic random waves
Marinucci, Domenico; Peccati, Giovanni; Rossi, Maurizia; Wigman, Igor

in Geometric & Functional Analysis (2016), 26(3), 926-960

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See detailQuantitative stable limit theorems on the Wiener space
Nourdin, Ivan; Nualart, David; Peccati, Giovanni

in Annals of Probability (2016), 44(1), 1-41

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See detailStrong asymptotic independence on Wiener chaos
Nourdin, Ivan; Nualart, David; Peccati, Giovanni

in Proceedings of the American Mathematical Society (2016), 144(2), 875-886

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See detailClassical and free fourth moment theorems: universality and thresholds
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria

in Journal of Theoretical Probability (2016), 29(2), 653-680

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See detailMultidimensional limit theorems for homogeneous sums : a general transfer principle
Nourdin, Ivan; Peccati, Giovanni; Poly, Guillaume; Simone, Rosaria

in ESAIM: Probability and Statistics = Probabilité et statistique : P & S (2016), 20

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See detailGeometry of subelliptic diffusions
Thalmaier, Anton

in Barilari, Davide; Boscain, Ugo; Sigalotti, Mario (Eds.) Geometry, Analysis and Dynamics on sub-Riemannian Manifolds. Volume II (2016)

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2015

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See detailGeneralization of the Nualart-Peccati criterion
Azmoodeh, Ehsan; Malicet, Dominique; Mijoule, Guillaume; Poly, Guillaume Joseph

in Annals of Probability (2015), 44

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See detailConvergence towards linear combinations of chi-squared random variables: a Malliavin-based approach.
Azmoodeh, Ehsan; Peccati, Giovanni; Poly, Guillaume

in Séminaire de Probabilités XLVII (2015)

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See detailAsymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri

in Modern Stochastics: Theory and Applications (2015), 2(1), 2949

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See detailParameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Azmoodeh, Ehsan; Viitasaari, Lauri

in Statistical Inference for Stochastic Processes (2015), 18(3), 205227

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See detailHorizontal holonomy and foliated manifolds
Chitour, Yacine; Grong, Erlend; Jean, Frédérick; Kokkonen, Petri

E-print/Working paper (2015)

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See detailSub-Riemannian Geometry on Infinite-Dimensional Manifolds
Grong, Erlend; Irina, Markina; Vasil'ev, Alexander

in Journal of Geometric Analysis (The) (2015), 25(4), 2474-2515

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See detailAn entropy formula for the heat equation on manifolds with time-dependent metric, application to ancient solutions
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Potential Analysis (2015), 42(2), 483-497

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See detailMartingales on manifolds with time-dependent connection
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Journal of Theoretical Probability (2015), 28(3), 1038-1062

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See detailOn gradient solitons of the Ricci-Harmonic flow
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Acta Mathematica Sinica (2015), 31(11), 1798-1804

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See detailStein's method, logarithmic Sobolev and transport inequalities
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni

in Geometric & Functional Analysis (2015), 25

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See detailThe optimal fourth moment theorem
Nourdin, Ivan; Peccati, Giovanni

in Proceedings of the American Mathematical Society (2015), 143(7), 3123-3133

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See detailOptimal Berry-Esseen bounds on the Poisson space.
Peccati, Giovanni; Azmoodeh, Ehsan

E-print/Working paper (2015)

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See detailHeat equation in vector bundles with time-dependent metric
Philipowski, Robert; Thalmaier, Anton

in Journal of the Mathematical Society of Japan [=JMSJ] (2015), 67(4), 1759-1769

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2014

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See detailEquivalent Harnack and gradient inequalities for pointwise curvature lower bound
Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu

in Bulletin des Sciences Mathématiques (2014), 138(5), 643-655

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See detailFourth Moment Theorems for Markov diffusion generators
Azmoodeh, Ehsan; Campese, Simon; Poly, Guillaume Joseph

in Journal of Functional Analysis (2014), 266(4), 23412359

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See detailNecessary and sufficient conditions for Hölder continuity of Gaussian processes
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; Yazigi, Adil

in Statistics & Probability Letters (2014), 94

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See detailA general approach to small deviation via concentration of measures
Azmoodeh, Ehsan; Viitasaari, Lauri

E-print/Working paper (2014)

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See detailPortmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering
Borguin, Solesne; Peccati, Giovanni

in Electronic Journal of Probability (2014), 19(Paper 66),

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See detailSemicircular limits on the free Poisson chaos: counterexamples to a transfer principle
Bourguin, Solesne; Peccati, Giovanni

in Journal of Functional Analysis (2014), 267(4),

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See detailNormal approximations for wavelet coefficients on spherical Poisson fields
Durastanti, Claudio; Marinucci, Domenico; Peccati, Giovanni

in Journal of Mathematical Analysis & Applications (2014), 409(1), 212--227

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See detailExchangeable Hoeffding decompositions over finite sets: a characterization and counterexamples
El-Dakkak, Omar; Peccati, Giovanni; Prünster, Igor

in Journal of Multivariate Analysis (2014), 131

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See detailGeometric conditions for the existence of a rolling without twisting or slipping
Godoy Molina, Mauricio; Grong, Erlend

in Communications on Pure and Applied Analysis (2014), 13(1), 435-452

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See detailHarnack estimates for geometric flows, applications to Ricci flow coupled with harmonic map flow
Guo, Hongxin; He, Tongtong

in Geometriae Dedicata (2014), 169(1), 411-418

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See detailA stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Stochastic Processes and their Applications (2014), 124(11), 3535-3552

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See detailStochastic flows on metric graphs
Hajri, Hatem; Raimond, Olivier

in Electronic Journal of Probability (2014)

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See detailIto's formula for Walsh's Brownian motion and applications
Hajri, Hatem; Touhami, Wajdi

in Statistics & Probability Letters (2014)

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See detailContraction of Measures on Graphs
Hillion, Erwan

in Potential Analysis (2014), 41

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See detailW1,+-interpolation of probability measures on graphs
Hillion, Erwan

in Electronic Journal of Probability (2014), 19

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See detailA natural derivative on [0, n] and a binomial Poincaré inequality
Hillion, Erwan; Johnson, Oliver; Yu, Yaming

in ESAIM: Probability and Statistics = Probabilité et statistique : P & S (2014), 18

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See detailEntropy and the fourth moment phenomenon
Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik

in Journal of Functional Analysis (2014), 266(5), 3170-3207

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See detailIntegration by parts and representation of information functionals
Nourdin, Ivan; Peccati, Giovanni; Swan, Yvik

in Abstract book of 2014 IEEE International Symposium on Information Theory (ISIT) (2014)

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See detailComparison inequalities on the Wiener space
Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi

in Stochastic Processes & Their Applications (2014), 124(4), 1566-1581

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See detailQuantitative CLTs on a Gaussian space: a survey of recent developments
Peccati, Giovanni

in ESAIM: Proceedings and Surveys (2014), 44

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See detailUniversal Gaussian fluctuations on the discrete Poisson chaos
Peccati, Giovanni; Zheng, Cengbo

in Bernoulli (2014), 20(2), 697-715

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2013

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See detailOn the fractional Black-Scholes market with transaction costs
Azmoodeh, Ehsan

in Communications in Mathematical Finance (2013), 2(3), 21-40

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See detailDrift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind
Azmoodeh, Ehsan; Morlanes, Jose Igor

in Statistics: A Journal of Theoretical and Applied Statistics (2013)

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See detailSpectral characterization of the quadratic variation of mixed Brownian–fractional Brownian motion
Azmoodeh, Ehsan; Valkeila, Esko

in Statistical Inference for Stochastic Processes (2013), 16(2), 97-112

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See detailRate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion
Azmoodeh, Ehsan; Viitasaari, Lauri

in Journal of Theoretical Probability (2013)

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See detailEntropy and lowest eigenvalue on evolving manifolds
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Pacific J. Math. (2013), 264(1), 61-81

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See detailA note on Chow's entropy functional for the Gauss curvature flow
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton

in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (2013), 351(21-22), 833-835

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See detailOn the Csaki Vincze transformation
Hajri, Hatem

in Studia Scientiarum Mathematicarum Hungarica (2013)

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See detailStochastic flows and an interface SDE on metric graphs
Hajri, Hatem; Raimond, Olivier

E-print/Working paper (2013)

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See detailTanaka's SDE on the circle and stochastic flows
Hajri, Hatem; Raimond, Olivier

in Latin American Journal of Probability and Mathematical Statistics (2013)

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See detailFine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric $U$-statistics
Lachièze-Rey, Raphaël; Peccati, Giovanni

in Stochastic Processes & Their Applications (2013), 123(12), 4186--4218

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See detailFine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs
Lachièze-Rey, Raphaël; Peccati, Giovanni

in Electronic Journal of Probability (2013), 18

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See detailMean-square continuity on homogeneous spaces of compact groups
Marinucci, Domenico; Peccati, Giovanni

in Electronic Communications in Probability (2013), 18

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See detailPoisson approximations on the free Wigner chaos
Nourdin, Ivan; Peccati, Giovanni

in Annals of Probability (2013), 41(4), 2709--2723

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See detailMultidimensional semicircular limits on the free Wigner chaos
Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland

in The Ascona Proceedings, 2011 (2013)

See detailGamma limits and $U$-statistics on the Poisson space
Peccati, Giovanni; Thäle, Christoph

in Latin American Journal of Probability and Mathematical Statistics (2013), 10(1), 525--560

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2012

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See detailThe differentiation of hypoelliptic diffusion semigroups
Arnaudon, Marc; Thalmaier, Anton

in Don Burkholder: A Collection of Articles in His Honor (2012)

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See detailOptimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
Biermé, Hermine; Bonami, Aline; Nourdin, Ivan; Peccati, Giovanni

in Latin American Journal of Probability and Mathematical Statistics (2012), 9(2), 473--500

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See detailConcavity of entropy along binomial convolution
Hillion, Erwan

in Electronic communications in probability (2012), 17

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See detailWigner chaos and the fourth moment
Kemp, Todd; Nourdin, Ivan; Peccati, Giovanni; Speicher, Roland

in Annals of Probability (2012), 40(4), 1577--1635

See detailNormal approximations with Malliavin calculus
Nourdin, Ivan; Peccati, Giovanni

Book published by Cambridge University Press (2012)

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2011

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See detailHorizontal diffusion in C¹ path space
Arnaudon, Marc; Coulibaly, Koléhè Abdoulaye; Thalmaier, Anton

in Séminaire de Probabilités XLIII (2011)

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See detailBrownian motion and negative curvature
Arnaudon, Marc; Thalmaier, Anton

in Random walks, boundaries and spectra (2011)

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See detailStochastic flows related to Walsh Brownian motion
Hajri, Hatem

in Electronic Journal of Probability (2011)

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See detailCoupling of Brownian motions and Perelman's L-functional
Kuwada, Kazumasa; Philipowski, Robert

in Journal of Functional Analysis (2011), 260

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See detailNon-explosion of diffusion processes on manifolds with time-dependent metric
Kuwada, Kazumasa; Philipowski, Robert

in Mathematische Zeitschrift (2011), 268

See detailRandom fields on the sphere
Marinucci, Domenico; Peccati, Giovanni

Book published by Cambridge University Press (2011)

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See detailQuantitative Breuer-Major theorems
Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark

in Stochastic Processes & Their Applications (2011), 121(4), 793--812

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See detailThe Chen-Stein method for Poisson functionals
Peccati, Giovanni

E-print/Working paper (2011)

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See detailHoeffding spaces and Specht modules
Peccati, Giovanni; Pycke, Jean-Renaud

in ESAIM Probab. Stat. (2011), 15(In honor of Marc Yor, suppl.), 58--68

See detailWiener chaos: moments, cumulants and diagrams
Peccati, Giovanni; Taqqu, Murad S.

Book published by Springer (2011)

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See detailPaul Malliavin (10 September 1925 - 3 June 2010)
Thalmaier, Anton

in European Mathematical Society. Newsletter (2011), 81

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See detailA stochastic approach to a priori estimates and Liouville theorems for harmonic maps
Thalmaier, Anton; Wang, Feng-Yu

in Bulletin des Sciences Mathématiques (2011), 135(6-7), 816-843

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2010

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See detailBrownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
Airault, Hélène; Malliavin, Paul; Thalmaier, Anton

in Journal of Functional Analysis (2010), 259(12), 3037-3079

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See detailThe differentiation of hypoelliptic diffusion semigroups
Arnaudon, Marc; Thalmaier, Anton

in Illinois Journal of Mathematics (2010), 54(4), 1285-1311

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See detailLi-Yau type gradient estimates and Harnack inequalities by stochastic analysis
Arnaudon, Marc; Thalmaier, Anton

in Probabilistic approach to geometry (2010)

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See detailStochastic differential equations with coefficients in Sobolev spaces
Fang, Shizan; Luo, Dejun; Thalmaier, Anton

in Journal of Functional Analysis (2010), 259(5), 1129-1168

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See detailRepresentations of SO(3) and angular polyspectra
Marinucci, D.; Peccati, Giovanni

in Journal of Multivariate Analysis (2010), 101(1), 77--100

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See detailErgodicity and Gaussianity for spherical random fields
Marinucci, Domenico; Peccati, Giovanni

in Journal of Mathematical Physics (2010), 51(4), 04330123

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See detailGroup representations and high-resolution central limit theorems for subordinated spherical random fields
Marinucci, Domenico; Peccati, Giovanni

in Bernoulli (2010), 16(3), 798--824

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See detailCumulants on the Wiener space
Nourdin, Ivan; Peccati, Giovanni

in Journal of Functional Analysis (2010), 258(11), 3775--3791

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See detailStein's method meets Malliavin calculus: a short survey with new estimates
Nourdin, Ivan; Peccati, Giovanni

in Recent development in stochastic dynamics and stochastic analysis (2010)

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See detailUniversal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Nourdin, Ivan; Peccati, Giovanni

in Latin American Journal of Probability and Mathematical Statistics (2010), 7

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See detailMultivariate normal approximation using Stein's method and Malliavin calculus
Nourdin, Ivan; Peccati, Giovanni; Anthony, Réveillac

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2010), 46(1), 45--58

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See detailInvariance principles for homogeneous sums: universality of Gaussian Wiener chaos
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine

in Annals of Probability (2010), 38(5), 1947--1985

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See detailStein's method and stochastic analysis of Rademacher functionals
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine

in Electronic Journal of Probability (2010), 15

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See detailStein's method and normal approximation of Poisson functionals
Peccati, Giovanni; Solé, J. L.; Taqqu, M. S.; F., Utzet

in Annals of Probability (2010), 38(2), 443--478

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See detailMulti-dimensional Gaussian fluctuations on the Poisson space
Peccati, Giovanni; Zheng, Cengbo

in Electronic Journal of Probability (2010), 15

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2009

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See detailExistence of non-trivial harmonic functions on Cartan-Hadamard manifolds of unbounded curvature
Arnaudon, Marc; Thalmaier, Anton; Ulsamer, Stefanie

in Mathematische Zeitschrift (2009), 263(2), 369-409

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See detailGradient estimates and Harnack inequalities on non-compact Riemannian manifolds
Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu

in Stochastic Processes & Their Applications (2009), 119(10), 3653-3670

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See detailExact confidence intervals for the Hurst parameter of a fractional Brownian motion
Breton, Jean-Christophe; Nourdin, Ivan; Peccati, Giovanni

in Electronic Journal of Statistics (2009), 3

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See detailDifferentiating $\sigma$-fields for Gaussian and shifted Gaussian processes
Darses, Sébastien; Nourdin, Ivan; Peccati, Giovanni

in Stochastics (2009), 81(1), 79--97

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See detailAsymptotics for posterior hazards
De Blasi, Pierpaolo; Peccati, Giovanni; Igor, Prünster

in Annals of Statistics (2009), 37(4), 1906--1945

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See detailNoncentral convergence of multiple integrals
Nourdin, Ivan; Peccati, Giovanni

in Annals of Probability (2009), 37(4), 1412--1426

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See detailStein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
Nourdin, Ivan; Peccati, Giovanni

in Annals of Probability (2009), 37(6), 2231--2261

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See detailStein's method on Wiener chaos
Nourdin, Ivan; Peccati, Giovanni

in Probab. Theory Related Fields (2009), 145(1-2), 75--118

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See detailSecond order Poincaré inequalities and CLTs on Wiener space
Nourdin, Ivan; Peccati, Giovanni; Reinert, Gesine

in Journal of Functional Analysis (2009), 257(2), 593--609

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See detailDecompositions of stochastic processes based on irreducible group representations
Peccati, Giovanni; Pycke, J.-R.

in Theory of Probability & Its Applications (2009), 54(2), 304--336

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2008

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See detailBrownian motion with respect to a metric depending on time: definition, existence and applications to Ricci flow
Arnaudon, Marc; Coulibaly, Kolehe Abdoulaye; Thalmaier, Anton

in Comptes Rendus. Mathématique (2008), 346(13-14), 773-778

See detailHoeffding decompositions and urn sequences
El-Dakkak, Omar; Peccati, Giovanni

in Annals of Probability (2008), 36(6), 2280--2310

See detailHigh-frequency asymptotics for subordinated stationary fields on an abelian compact group
Marinucci, Domenico; Peccati, Giovanni

in Stochastic Processes & Their Applications (2008), 118(4), 585--613

See detailWeighted power variations of iterated Brownian motion
Nourdin, Ivan; Peccati, Giovanni

in Electronic Journal of Probability (2008), 13

See detailMultiple integral representation for functionals of Dirichlet processes
Peccati, Giovanni

in Bernoulli (2008), 14(1), 91--124

See detailLinear and quadratic functionals of random hazard rates: an asymptotic analysis
Peccati, Giovanni; Prünster, Igor

in Annals of Applied Probability (2008), 18(5), 1910--1943

See detailCentral limit theorems for double Poisson integrals
Peccati, Giovanni; Taqqu, Murad S.

in Bernoulli (2008), 14(3), 791--821

See detailLimit theorems for multiple stochastic integrals
Peccati, Giovanni; Taqqu, Murad S.

in Latin American Journal of Probability and Mathematical Statistics (2008), 4

See detailStable convergence of multiple Wiener-It\^o integrals
Peccati, Giovanni; Taqqu, Murad S.

in Journal of Theoretical Probability (2008), 21(3), 527--570

See detailBurkholder's submartingales from a stochastic calculus perspective
Peccati, Giovanni; Yor, Marc

in Illinois Journal of Mathematics (2008), 52(3), 815--824

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2007

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See detailGradient estimates for positive harmonic functions by stochastic analysis
Arnaudon, Marc; Driver, Bruce K.; Thalmaier, Anton

in Stochastic Processes & Their Applications (2007), 117(2), 202-220

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See detailBild von Möglichem und Unmöglichem
Mortini, Raymond; Thalmaier, Anton

Article for general public (2007)

See detailGaussian approximations of multiple integrals
Peccati, Giovanni

in Electronic Communications in Probability (2007), 12

See detailStable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning
Peccati, Giovanni; Taqqu, Murad S.

in Electronic Journal of Probability (2007), 12

See detailAnticipating integrals and martingales on the Poisson space
Peccati, Giovanni; Tudor, Ciprian A.

in Random Oper. Stoch. Equ. (2007), 15(4), 327--352

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2006

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See detailHarnack inequality and heat kernel estimates on manifolds with curvature unbounded below
Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu

in Bulletin des Sciences Mathématiques (2006), 130(3), 223-233

See detailOn quadratic functionals of the Brownian sheet and related processes
Deheuvels, Paul; Peccati, Giovanni; Yor, Marc

in Stochastic Processes & Their Applications (2006), 116(3), 493--538

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See detailStochastic calculus of variations in mathematical finance
Malliavin, Paul; Thalmaier, Anton

Book published by Springer-Verlag (2006)

See detailMartingale structure of Skorohod integral processes
Peccati, Giovanni; Thieullen, Michèle; Ciprian, Tudor

in Annals of Probability (2006), 34(3), 1217--1239

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2005

See detailCentral limit theorems for sequences of multiple stochastic integrals
Nualart, David; Peccati, Giovanni

in Annals of Probability (2005), 33(1), 177--193

See detailGaussian limits for vector-valued multiple stochastic integrals
Peccati, Giovanni; Tudor, Ciprian A.

in Séminaire de Probabilités XXXVIII (2005)

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2004

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See detailCanonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
Airault, Hélène; Malliavin, Paul; Thalmaier, Anton

in Journal de Mathématiques Pures et Appliquées (2004), 83(8), 955-1018

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See detailGeometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation
Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton

in Comptes Rendus. Mathématique (2004), 338(6), 481-486

See detailAnticipative stochastic integration based on time-space chaos
Peccati, Giovanni

in Stochastic Processes & Their Applications (2004), 112(2), 331--355

See detailHoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations
Peccati, Giovanni

in Annals of Probability (2004), 32(3A), 1796--1829

See detailWeak convergence to Ocone martingales: a remark
Peccati, Giovanni

in Electronic Communications in Probability (2004), 9

See detailFour limit theorems for quadratic functionals of Brownian motion and Brownian bridge
Peccati, Giovanni; Yor, Marc

in Asymptotic methods in stochastics (2004)

See detailHardy's inequality in $L^2([0,1])$ and principal values of Brownian local times
Peccati, Giovanni; Yor, Marc

in Asymptotic methods in stochastics (2004)

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See detailDerivative estimates of semigroups and Riesz transforms on vector bundles
Thalmaier, Anton; Wang, Feng-Yu

in Potential Analysis (2004), 20(2), 105-123

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2003

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See detailA Bismut type formula for the Hessian of heat semigroups
Arnaudon, Marc; Plank, Holger; Thalmaier, Anton

in Comptes Rendus. Mathématique (2003), 336(8), 661-666

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See detailHorizontal martingales in vector bundles
Arnaudon, Marc; Thalmaier, Anton

in Séminaire de Probabilités XXXVI (2003)

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See detailYang-Mills fields and random holonomy along Brownian bridges
Arnaudon, Marc; Thalmaier, Anton

in Annals of Probability (2003), 31(2), 769-790

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See detailThe price-volatility feedback rate: an implementable mathematical indicator of market stability
Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; Renò, Roberto; Thalmaier, Anton

in Math. Finance (2003), 13(1), 17-35

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See detailNumerical error for SDE: asymptotic expansion and hyperdistributions
Malliavin, Paul; Thalmaier, Anton

in Comptes Rendus. Mathématique (2003), 336(10), 851-856

See detailExplicit formulae for time-space Brownian chaos
Peccati, Giovanni

in Bernoulli (2003), 9(1), 25--48

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2002

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See detailSupport of Virasoro unitarizing measures
Airault, Hélène; Malliavin, Paul; Thalmaier, Anton

in Comptes Rendus. Mathématique (2002), 335(7), 621-626

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See detailA probabilistic approach to the Yang-Mills heat equation
Arnaudon, Marc; Bauer, Robert O.; Thalmaier, Anton

in Journal de Mathématiques Pures et Appliquées (2002), 81(2), 143-166

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2001

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See detailHeat equation derivative formulas for vector bundles
Driver, Bruce K.; Thalmaier, Anton

in Journal of Functional Analysis (2001), 183(1), 42-108

See detailOn the convergence of multiple random integrals
Peccati, Giovanni

in Studia Scientiarum Mathematicarum Hungarica (2001), 37(3-4), 429--470

See detailA representation result for time-space Brownian chaos
Peccati, Giovanni

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2001), 37(5), 607--625

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1999

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See detailManifold-valued martingales, changes of probabilities, and smoothness of finely harmonic maps
Arnaudon, Marc; Li, Xue-Mei; Thalmaier, Anton

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (1999), 35(6), 765-791

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See detailBismut type differentiation of semigroups.
Arnaudon, Marc; Thalmaier, Anton

in Probability theory and mathematical statistics. (1999)

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1998

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See detailComplete lifts of connections and stochastic Jacobi fields
Arnaudon, Marc; Thalmaier, Anton

in Journal de Mathématiques Pures et Appliquées (1998), 77(3), 283-315

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See detailStability of stochastic differential equations in manifolds
Arnaudon, Marc; Thalmaier, Anton

in Séminaire de Probabilités, XXXII (1998)

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See detailSome remarks on the heat flow for functions and forms
Thalmaier, Anton

in Electronic Communications in Probability (1998), 3

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See detailGradient estimates for harmonic functions on regular domains in Riemannian manifolds
Thalmaier, Anton; Wang, Feng-Yu

in Journal of Functional Analysis (1998), 155(1), 109-124

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1997

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See detailOn the differentiation of heat semigroups and Poisson integrals
Thalmaier, Anton

in Stochastics & Stochastics Reports (1997), 61(3-4), 297-321

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1996

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See detailBrownian motion and the formation of singularities in the heat flow for harmonic maps
Thalmaier, Anton

in Probability Theory & Related Fields (1996), 105(3), 335-367

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See detailMartingales on Riemannian manifolds and the nonlinear heat equation
Thalmaier, Anton

in Stochastic analysis and applications (1996)

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1994

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See detailStochastische Analysis
Hackenbroch, Wolfgang; Thalmaier, Anton

Book published by Vieweg+Teubner Verlag - Mathematische Leitfäden (1994)

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1989

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Undated

See detailThe Breuer-Major Theorem in total variation: improved rates under minimal regularity
Nourdin, Ivan; Nualart, David; Peccati, Giovanni

E-print/Working paper (n.d.)

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