My research books

Normal Approximations with Malliavin calculus: from Stein's method to universality

With Giovanni Peccati, we wrote in 2012 a book entitled "Normal Approximations with Malliavin Calculus: from Stein's Method to Universality" which provides an introduction to both Stein's method and Malliavin calculus, from the point of view of normal approximations on a Gaussian space. It is published by Cambridge University Press in the series ``Cambridge Tracts in Mathematics''.
This book won the 2015 FNR Award for outstanding scientific publication.

Selected Aspects of Fractional Brownian Motion

Fractional Brownian motion is a stochastic process that deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. In 2012, I wrote a book on selected aspects of fractional Brownian motion. You can download the table of contents here. Note that, with a few exceptions, every stated result is proven.