C: Applications to Sums of Independent Random Variables, 2019. ,
On the distances between probability density functions Electron, J. Probab, vol.19, issue.110, 2014. ,
Asymptotic development for the CLT in total variation distance, Bernoulli, vol.22, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01104866
Convergence in distribution norms in the CLT for non identical distributed random variables, Electronic Journal of Probability, vol.23, issue.45, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01413548
Non universality for the variance of the number of real roots of random trigonometric polynomials, Probab. Th. Rel. Fields, vol.174, issue.3-4, 2019. ,
URL : https://hal.archives-ouvertes.fr/hal-01634848
Integration by parts formula and applications to equations with jumps, Probab. Th. Rel. Fields, vol.151, pp.613-657, 2011. ,
URL : https://hal.archives-ouvertes.fr/hal-00431632
Integration by parts formula with respect to jump times for stochastic differential equations, Stochastic analysis 2010, pp.7-29, 2011. ,
URL : https://hal.archives-ouvertes.fr/hal-00472657
The law of the Euler scheme for stochastic differential equations, Probab. Th. Rel. Fields, vol.104, p.43, 1996. ,
URL : https://hal.archives-ouvertes.fr/inria-00074427
Analysis and geometry of Markov diffusion operators, Grundlehren der Mathematischen Wissenschaften, vol.348, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-00929960
Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy-Landau-Littlewood inequality, Trans. Amer. Math. Soc, vol.370, 2018. ,
, Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes, With Emphasis on the Creation-Annihilation Techniques, Probability Theory and Stochastic Modelling, vol.76, 2015.
Euler scheme and tempered distributions. Stochastic Process, Appl, vol.116, issue.6, 2006. ,
Convergence of densities of some functionals of Gaussian processes, Journal of Functional Analysis, vol.266, issue.2, 2014. ,
Edgeworth type expansions for Euler schemes for stochastic differential equations, Monte Carlo Methods and Applications, vol.8, issue.3, 2002. ,
Sur l'algèbre contenue dans le domaineétendu d'un générateur infinitésimal, Sém. Théorie du Potentiel, vol.681, 1978. ,
Normal approximations with Malliavin calculus: from Stein's method to universality, vol.192, 2012. ,
Multivariate normal approximation using Stein's method and Malliavin calculus, Annales de l'IHP Probabilités et Statistiques, vol.46, 2010. ,
Entropy and the fourth moment phenomenon, Journal of Functional Analysis, vol.266, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-00807589
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws, The Annals of Probability, vol.42, 2014. ,
Convergence in total variation on Wiener chaos, Stochastic Process. Appl, vol.123, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-00696499
The Malliavin calculus and related topics, 2006. ,
Regularization along central convergence on second and third Wiener chaoses ,
URL : https://hal.archives-ouvertes.fr/hal-02122855
Expansion of the global error for numerical schemes solving stochastic differential equations, Stochastic Analysis and Applications, vol.8, 1990. ,
URL : https://hal.archives-ouvertes.fr/inria-00075490