Guillaume Poly

Finance · 2012–2013

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it
• Statistics and Probability — 10 citations into it
• Applied Mathematics — 9 citations into it
• Mathematical Physics — 8 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Guillaume Poly trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Giovanni Peccati
2. Ivan Nourdin
3. David Nualart
4. Michel Ledoux
5. Paul Malliavin

Papers from Guillaume Poly's perspective

Ordered by how strongly the researchers Guillaume Poly trusts endorse each paper. Same corpus, a different order for every researcher.

1. Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
2. Stein’s method and Normal approximation of Poisson functionals
3. Noncentral convergence of multiple integrals
4. Stochastic Calculus of Variations in Mathematical Finance
5. Gaussian Limits for Vector-valued Multiple Stochastic Integrals
6. Central limit theorems for multiple stochastic integrals and Malliavin calculus
7. Stein’s method on Wiener chaos
8. Renormalized self-intersection local time for fractional Brownian motion
9. Central limit theorems for sequences of multiple stochastic integrals
10. The Malliavin Calculus and Related Topics

Their papers

• Fourth Moment Theorems for Markov Diffusion Generators (2013) — 64 citations
• Convergence in total variation on Wiener chaos (2012) — 94 citations
• Absolute continuity and convergence of densities for random vectors on Wiener chaos (2012) — 47 citations