S O L E S N E    B O U R G U I N 

Assistant Professor
Department of Mathematics and Statistics
Boston University
bourguin@math.bu.edu
111 Cummington Mall
Boston, MA 02215
Office MCS 226
(617) 358 2394


My research interests include non-commutative probability theory and its combinatorial aspects, Malliavin calculus, quantitative limit theorems on the Wiener or Poisson spaces, stochastic geometry and applications to cosmology.

TEACHING
Spring 2017 Introduction to Stochastic Processes
Fall 2016 Mathematics of Financial Derivatives
Summer 2016 Calculus II
Spring 2016 Honors Linear Algebra
Fall 2015 Malliavin Calculus
Summer 2015 Concepts of Mathematics
Spring 2015 Malliavin Calculus
Fall 2014 Real Analysis I
Spring 2014 Advanced Topics in Stochastic Analysis
Fall 2013 Real Analysis I
SEMINARS
Boston University Statistics and Probability Seminar Series (for scheduled talks). For date availability and past seminars, please see the dedicated page.
RESEARCH
Free quantitative fourth moment theorems on Wigner space, with S. Campese, to appear in International Mathematics Research Notices (IMRN), 2017.
On high-frequency limits of U-statistics in Besov spaces over compact manifolds, with C. Durastanti, preprint, 2016.
On normal approximations for the two-sample problem on multidimensional tori, with C. Durastanti, preprint, 2015.
Vector-valued semicircular limits on the free Poisson chaos, Electronic Communications in Probability, vol. 21, no. 55, 1-11, 2016. [Journal] [arXiv]
Gaussian approximation of nonlinear statistics on the sphere, with C. Durastanti, D. Marinucci and G. Peccati, Journal of Mathematical Analysis and Applications, vol. 436, no. 2, 1121-1148, 2016. [Journal] [arXiv]
On the law of the solution to a stochastic heat equation with fractional noise in time, with C.A. Tudor, Random Operators and Stochastic Equations, vol. 23, no. 3, 179-186, 2015. [Journal] [arXiv]
Poisson convergence on the free Poisson algebra, Bernoulli, vol. 21, no. 4, 2139-2156, 2015. [Journal] [arXiv]
Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle, with G. Peccati, Journal of Functional Analysis, vol. 267, no. 4, 963-997, 2014. [Journal] [arXiv]
Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering, with G. Peccati, Electronic Journal of Probability, vol. 19, no. 66, 1-42, 2014. [Journal] [arXiv]
Density estimates for solutions to one dimensional backward SDE's, with O. Aboura, Potential Analysis, vol. 38, no. 2, 573-587, 2013. [Journal] [arXiv]
Asymptotic Cramér type decomposition for Wiener and Wigner integrals, with J.C Breton, Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 16, no. 1, 1-13, 2013. [Journal] [arXiv]
Malliavin calculus and self normalized sums, with C.A. Tudor, Séminaire de Probabilités XLV, Lecture Notes in Mathematics, Springer, 323-351, 2013. [Journal] [arXiv]
Asymptotic theory for fractional regression models via Malliavin calculus, with C.A. Tudor, Journal of Theoretical Probability, vol. 25, no. 2, 536-564, 2012. [Journal] [arXiv]
Berry-Esséen bounds for long memory moving averages Stein's method and Malliavin calculus, with C.A. Tudor, Stochastic Analysis and Applications, vol. 29, no. 5, 881-905, 2011. [Journal] [arXiv]
Cramér's theorem for gamma random variables, with C.A. Tudor, Electronic Communications in Probability, vol. 16, no. 34, 365-378, 2011. [Journal] [arXiv]
BOOK CHAPTERS
U-statistics on the spherical Poisson space, with C. Durastanti, D. Marinucci and G. Peccati, in Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itō chaos expansions and stochastic geometry, Bocconi & Springer Series, Springer, 2015.
The Malliavin-Stein method on the Poisson space, with G. Peccati, in Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itō chaos expansions and stochastic geometry, Bocconi & Springer Series, Springer, 2015.
MATH LINKS
A webpage on Stein's method and Malliavin calculus by Ivan Nourdin.
A beautiful real-time fluid dynamics simulation solver for Navier-Stokes equations based on the paper Real-Time Fluid Dynamics for Games by Jos Stam.
Main mathematical journals classification by the Australian Research Council. Another classification based on the impact factor is available here.
The Erdös Number Project studies research collaboration among mathematicians. A hysterical comic that illustrate this piece of folklore of mathematicians can be found here.
Wordle is a fun toy for generating word clouds from text that you provide. The clouds give greater prominence to words that appear more frequently in the source text. You can tweak your clouds with different fonts, layouts, and color schemes. Here is one using words from my papers.

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