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A. Deya

34 papers hereh-index 14590 citations43 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author9
  • first author20
  • middle author3
  • last author1

Across the 33 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR29
  • math.AP5

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedA Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion

52 citations · 134 across the 26 of their papers we have counts for

collaborators
Showing 2012Show all

2 papers · 1 filter

math.PR2012

The Stratonovich heat equation : a continuity result and weak approximations

Aurélien Deya, Maria Jolis, Lluís Quer-Sardanyons

We consider a Stratonovich heat equation in (0,1) with a nonlinear multiplicative noise driven by a trace-class Wiener process. First, the equation is shown to have a unique mild…

math.PR2012★ 15 cited

Invariance principles for homogeneous sums of free random variables

Aurélien Deya, Ivan Nourdin

We extend, in the free probability framework, an invariance principle for multilinear homogeneous sums with low influences recently established in [E. Mossel, R. O'Donnell and K. O…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.