Anne Estrade
Finance · 2003–2016
A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 7 citations into it
Whom Anne Estrade trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Giovanni Peccati
- Jean-Marc Azaïs
- David Nualart
- Ivan Nourdin
- Mario Wschebor
- Ciprian A. Tudor
- Robert J. Adler
- Mark Podolskij
Who trusts Anne Estrade overall
- Valentina Cammarota
- Hermine Bierm'e
- Domenico Marinucci
- Yimin Xiao
- Mark M. Meerschaert
- David A. Benson
Papers from Anne Estrade's perspective
Ordered by how strongly the researchers Anne Estrade trusts endorse each paper. Same corpus, a different order for every researcher.
- The Malliavin Calculus and Related Topics
- Central limit theorems for sequences of multiple stochastic integrals
- Gaussian Limits for Vector-valued Multiple Stochastic Integrals
- Level Sets and Extrema of Random Processes and Fields
- Quantitative Breuer-Major Theorems
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Stein’s method on Wiener chaos
- Renormalized self-intersection local time for fractional Brownian motion
- Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
- Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
Their papers
- Anisotropic Analysis of Some Gaussian Models (2003) — 185 citations
- A central limit theorem for the Euler characteristic of a Gaussian excursion set (2016) — 73 citations