J. Magnen

activity

19952017

most citedRenormalization of Non-Commutative Phi^4_4 Field Theory in x Space

126 citations · 656 across the 18 of their papers we have counts for

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Showing math.PRShow all

3 papers · 1 filter

math.PR2011★ 3 cited

From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index $α \in (1/8, 1/4)$

Jacques Magnen, Jérémie Unterberger

{Let $B = (B_{1} (t), ..., B_{d} (t))$ be a $d$ -dimensional fractional Brownian motion with Hurst index $α < 1/4$ , or more generally a Gaussian process whose paths have the same local regulari…

math.PR2010★ 5 cited

From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics

Jacques Magnen, Jérémie Unterberger

Let $B = (B_{1} (t), .., B_{d} (t))$ be a $d$ -dimensional fractional Brownian motion with Hurst index $α \leq 1/4$ , or more generally a Gaussian process whose paths have the same local regular…

math.PR2010★ 1 cited

From constructive field theory to fractional stochastic calculus. (I) The Lévy area of fractional Brownian motion with Hurst index $α \in (1/8, 1/4)$

J. Magnen, J. Unterberger

Let $B = (B_{1} (t), \dots, B_{d} (t))$ be a $d$ -dimensional fractional Brownian motion with Hurst index $α < 1/4$ . Defining properly iterated integrals of $B$ is a difficult task because of…

From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index α∈(1/8,1/4)

From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics

From constructive field theory to fractional stochastic calculus. (I) The Lévy area of fractional Brownian motion with Hurst index α∈(1/8,1/4)

From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index $α \in (1/8, 1/4)$

From constructive field theory to fractional stochastic calculus. (I) The Lévy area of fractional Brownian motion with Hurst index $α \in (1/8, 1/4)$