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researcher

Anthony Reveillac

14 papers hereh-index 9194 citations31 works total

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

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

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • cs.IT1
  • math.DS1
  • math.ST1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20072023
most citedOn the chaotic expansion for counting processes

3 citations · 8 across the 13 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

math.PR2010

Hermite variations of the fractional Brownian sheet

Anthony Reveillac, Michael Stauch, Ciprian A. Tudor

We prove central and non-central limit theorems for the Hermite variations of the anisotropic fractional Brownian sheet Wα,β with Hurst parameter (α,β)∈(0,1)2. When $…

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