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Mathematics

D-Index
40
Citations
6118
World Ranking
2073
National Ranking
1

Overview

Ivan Nourdin is affiliated with the University of Luxembourg in Luxembourg and works primarily in the fields of Mathematics as well as Economics, Econometrics and Finance. Their research spans several subfields, including Finance, Statistics and Probability, Applied Mathematics, Mathematical Physics, and Artificial Intelligence.

The main topics of Ivan Nourdin's research include:

  • Stochastic processes and financial applications
  • Random Matrices and Applications
  • Financial Risk and Volatility Modeling
  • Point processes and geometric inequalities
  • Stochastic processes and statistical mechanics
  • Geometric Analysis and Curvature Flows
  • Statistical Methods and Inference

Ivan Nourdin has published extensively, with a notable presence in several academic venues. The most frequent publication outlets include:

  • arXiv (Cornell University)
  • Journal of Theoretical Probability
  • The Annals of Probability
  • Bernoulli
  • Stochastic Processes and their Applications

Among the recent papers authored or co-authored by Ivan Nourdin are:

  • Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices (2021) - Journal of Theoretical Probability
  • Non-integrable Stable Approximation by Stein's Method (2021) - Journal of Theoretical Probability
  • Stein's Method for Asymmetric α-stable Distributions, with Application to the Stable CLT (2020) - Journal of Theoretical Probability
  • Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (2022) - Electronic Journal of Statistics
  • Small Scale CLTs for the Nodal Length of Monochromatic Waves (2022) - Communications in Mathematical Physics

Frequent collaborators of Ivan Nourdin include:

  • Giovanni Peccati
  • Xiaochuan Yang
  • David Nualart
  • Valentin Garino
  • Lihu Xu

Best Publications

  • Normal Approximations with Malliavin Calculus

    Ivan Nourdin;Giovanni Peccati

  • Stein's method on Wiener chaos

    Ivan Nourdin;Giovanni Peccati

  • Selected Aspects of Fractional Brownian Motion

    Ivan Nourdin

  • Multivariate normal approximation using Stein's method and Malliavin calculus

    Ivan Nourdin;Giovanni Peccati;Anthony Réveillac

  • Central and non-central limit theorems for weighted power variations of fractional brownian motion

    Ivan Nourdin;David Nualart;Ciprian A. Tudor

  • Density Formula and Concentration Inequalities with Malliavin Calculus

    Ivan Nourdin;Frederi G Viens

  • Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos

    Ivan Nourdin;Giovanni Peccati;Gesine Reinert

  • Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion

    Andreas Neuenkirch;Ivan Nourdin

  • m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index

    Mihai Gradinaru;Ivan Nourdin;Francesco Russo;Pierre Vallois

  • Stein's method, logarithmic Sobolev and transport inequalities

    Michel Ledoux;Michel Ledoux;Ivan Nourdin;Giovanni Peccati

  • Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields

    Ivan Nourdin;Giovanni Peccati

  • Convergence in total variation on Wiener chaos

    Ivan Nourdin;Guillaume Poly

  • Noncentral convergence of multiple integrals

    Ivan Nourdin;Giovanni Peccati

  • The optimal fourth moment theorem

    Ivan Nourdin;Giovanni Peccati

  • Cumulants on the Wiener space

    Ivan Nourdin;Giovanni Peccati

  • On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

    Ivan Nourdin;Thomas Simon

  • Wigner chaos and the fourth moment

    Todd Kemp;Ivan Nourdin;Giovanni Peccati;Roland Speicher

  • Second order Poincaré inequalities and CLTs on Wiener space

    Ivan Nourdin;Giovanni Peccati;Gesine Reinert

  • Stein's method meets Malliavin calculus: a short survey with new estimates

    Ivan Nourdin;Giovanni Peccati

  • Delay equations driven by rough paths

    Andreas Neuenkirch;Ivan Nourdin;Samy Tindel

  • Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales

    Mihai Gradinaru;Ivan Nourdin

Frequent Co-Authors

Giovanni Peccati
Giovanni Peccati University of Luxembourg
David Nualart
David Nualart University of Kansas
Michel Ledoux
Michel Ledoux Paul Sabatier University
Gesine Reinert
Gesine Reinert University of Oxford
Murad S. Taqqu
Murad S. Taqqu Boston University
Frederi Viens
Frederi Viens Rice University
Vladimir I. Bogachev
Vladimir I. Bogachev National Research University Higher School of Economics
Mark Podolskij
Mark Podolskij University of Luxembourg
Roland Speicher
Roland Speicher Saarland University
Joel A. Tropp
Joel A. Tropp California Institute of Technology

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