19 citations · 19 across the 2 of their papers we have counts for
2 papers
math.PR2020
A -rough path above the space-time fractional Brownian motion
Xia Chen, Aurélien Deya, Cheng Ouyang +1
We construct a -rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension . This allows us to provide an interpretation and a uniqu…
math.PR2012★ 19 cited
Fourth Moment Theorem and q-Brownian Chaos
Aurélien Deya, Salim Noreddine, Ivan Nourdin
In 2005, Nualart and Peccati showed the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-Itô integrals to converge to the standard Gauss…