Books or chapters of book

Title	Co-author(s)	Editor
(2) Selected aspects of the fractional Brownian motion, and related topics		Springer Verlag
(1) Normal Approximations Using Malliavin Calculus: from Stein's Method to Universality	G. Peccati	Cambridge University Press

Publications and preprints (Click on the number to download the file!)

Title	Co-author(s)	Journal / Book	Volume
(54) Invariance principles for homogeneous sums of free random variables	A. Deya	Submitted
(53) Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws	J. Rosinski	Submitted
(52) Central and non-central limit theorems in a free probability setting	M.S. Taqqu	Submitted
(51) Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants	H. Biermé, A. Bonami, G. Peccati	Submitted
(50) Multidimensional semicircular limits on the free Wigner chaos	G. Peccati, R. Speicher	To appear	Ascona 2011 Proceedings
(49) Convergence of Wigner integrals to the tetilla law	A. Deya	ALEA	To appear
(48) Poisson approximations on the free Wigner chaos	G. Peccati	Submitted
(47) Parameter estimation for α-fractional bridges	K. Es-Sebaiy	Proceedings in Mathematics Series, Springer	Festschrift in Honor of David Nualart, to appear
(46) Yet another proof of the Nualart-Peccati criterion		Electron. Comm. Probab.	Vol. 16, 467-481, 2011
(45) Wigner chaos and the fourth moment            (See also reference (46) above)	T. Kemp, G. Peccati, R. Speicher	Ann. Probab.	To appear
(44) On the Gaussian approximation of vector-valued multiple integrals	S. Noreddine	J. Multiv. Anal.	Vol. 102, no. 6, 1008-1017, 2011
(43) The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6	A. Réveillac, J. Swanson	Electron. J. Probab.	Vol. 15, 2117-2162, 2010
(42) Quantitative Breuer-Major Theorems	G. Peccati, M. Podolskij	Stoch. Proc. Appl.	Vol. 121, no. 4, 793-812, 2011
(41) Cumulants on the Wiener space	G. Peccati	J. Funct. Anal.	Vol. 258, 3775-3791, 2010
(40) Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs	G. Peccati	ALEA	vol. 7, 341-375, 2010
(39) Stein's method meets Malliavin calculus: a short survey with new estimates	G. Peccati	Interdisciplinary Mathematical Sciences - World Scientific	Recent Development in Stochastic Dynamics and Stochastic Analysis (edited by Duan, Luo et Wang)
(38) Almost sure central limit theorems on the Wiener space	B. Bercu, M.S. Taqqu	Stoch. Proc. Appl.	vol. 120, no. 9, 1607-1628, 2010
(37) Limit theorems for nonlinear functionals of Volterra processes via white noise analysis	S. Darses, D. Nualart	Bernoulli	vol. 16, no. 4, 1262-1293, 2010
(36) Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos	G. Peccati, G. Reinert	Ann. Probab.	vol. 38, no. 5, 1947-1985, 2010
(35) Exact confidence intervals for the Hurst parameter of a fractional Brownian motion	J.C. Breton, G. Peccati	Electron. J. Statist.	vol. 3, 416-425, 2009
(34) Weak approximation of a fractional SDE	X. Bardina, C. Rovira, S. Tindel	Stoch. Proc. Appl.	vol. 120, 39-65, 2010
(33) Second order Poincaré inequalities and CLTs on Wiener space         (The preprint downloadable version has a couple of typos corrected with respect to the published version)	G. Peccati, G. Reinert	J. Funct. Anal.	vol. 257, 593-609, 2009
(32) Stein's method and stochastic analysis of Rademacher functionals	G. Peccati, G. Reinert	Electron. J. Probab.	vol. 15, 1703-1742, 2010
(31) Density formula and concentration inequalities with Malliavin calculus	F.G. Viens	Electron. J. Probab.	vol. 14, 2287-2309, 2009
(30) A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4		J. Funct. Anal.	vol. 256, 2303-2320, 2009
(29) Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion	J.C. Breton	Electron. Comm. Probab.	vol. 13, 482-493, 2008
(28) Multivariate normal approximation using Stein's method and Malliavin calculus	G. Peccati, A. Réveillac	Ann. I.H.P.	vol. 46, no. 1, 45-58, 2010
(27) Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields	G. Peccati	Ann. Probab.	vol. 37, no. 6, 2231-2261, 2009
(26) Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4	A. Réveillac	Ann. Probab.	vol. 37, no. 6, 2200-2230, 2009
(25) Stein's method on Wiener chaos	G. Peccati	Probab. Theory Relat. Fields	vol. 145, no. 1, 75-118, 2009
(24) Delay equations driven by rough paths	A. Neuenkirch, S. Tindel	Electron. J. Probab.	vol. 13, 2031-2068, 2008
(23) Weighted power variations of iterated Brownian motion	G. Peccati	Electron. J. Probab.	vol. 13, 1229-1256, 2008
(22) Central and non-central limit theorems for weighted power variations of fractional Brownian motion	D. Nualart, C.A. Tudor	Ann. I.H.P.	vol. 46, no. 4, 1055-1079, 2010
(21) Non-central convergence of multiple integrals	G. Peccati	Ann. Probab.	vol. 37, no. 4, 1412-1426, 2009
(20) Central limit theorems for multiple Skorohod integrals	D. Nualart	J. Theoret. Probab.	vol. 23, no. 1, 39-64, 2010
(19) Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion		Ann. Probab.	vol. 36, no. 6, 2159-2175, 2008
(18) Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2	S. Darses	Bernoulli	vol. 14, no. 3, 822-837, 2008
(17) Milstein's type scheme for fractional SDEs	M. Gradinaru	Ann. I.H.P.	vol. 45, no. 4, 1085-1098, 2009
(16) Differentiating σ-fields for Gaussian and shifted Gaussian processes	S. Darses, G. Peccati	Stochastics	vol. 81, no. 1, 79-97, 2009
(15) Dynamical properties and characterization of gradient drift diffusions	S. Darses	Electron. Comm. Probab.	vol. 35, no. 5, 1998-2020, 2007
(14) [extended version] Trees and asymptotic developments for fractional stochastic differential equations	A. Neuenkirch, A. Rößler, S. Tindel	Ann. I.H.P.	vol. 45, no. 1, 157-174, 2009
(13) Optimal control for rough differential equations	L. Mazliak	Stoch. Dyn. (special issue dedicated to Ludwig Arnold)	vol. 8, no. 1, 23-33, 2008
(12) Stochastic derivatives for fractional diffusions	S. Darses	Ann. Probab.	vol. 35, no. 5, 1998-2020, 2007
(11) Correcting Newton-Cotes integrals by Lévy areas	Th. Simon	Bernoulli	vol. 13, no. 3, 695-711, 2007
(10) Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion	A. Neuenkirch	J. Theoret. Probab.	vol. 20, no. 4, 871-899, 2007
(9) Some linear fractional stochastic equations	C.A. Tudor	Stochastics	vol. 78, no. 2, 51-65, 2006
(8) A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one		Sém. Probab.	vol. XLI, 181-197, 2008
(7) On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion	Th. Simon	Statist. Probab. Lett.	vol. 76, no. 9, 907-912, 2006
(6) Itô's and Tanaka's type formulae for the stochastic heat equation: the linear case	M. Gradinaru, S. Tindel	J. Funct. Anal.	vol. 228, no. 1, 114-143, 2005
(5) On the absolute continuity of Lévy processes with drift	Th. Simon	Ann. Probab.	vol. 34, no. 3, 1035-1051, 2006
(4) Stochastic volatility: approximation and goodness-of-fit test	M. Gradinaru	Probab. Math. Statist.	vol. 28, no. 1, 1-19, 2008
(3) Schémas d'approximation associés à une équation différentielle dirigée par une fonction höldérienne; cas du mouvement brownien fractionnaire		C.R. Acad. Sci. Paris	vol. 340, no. 8, 611-614, 2005
(2) m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index	M. Gradinaru, F. Russo, P. Vallois	Ann. I.H.P.	vol. 41, no. 4, 781-806, 2005
(1) Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales	M. Gradinaru	Electron. J. Probab.	vol. 8, no. 18, 1-26, 2003