J. Unterberger

activity

20032021

most citedSchr"odinger invariance and space-time symmetries

168 citations · 436 across the 32 of their papers we have counts for

collaborators

Showing 2008 · math.PRShow all

2 papers · 2 filters

math.PR2008★ 3 cited

The rough path associated to the multidimensional analytic fbm with any Hurst parameter

Samy Tindel, Jérémie Unterberger

In this paper, we consider a complex-valued d-dimensional fractional Brownian motion defined on the closure of the complex upper half-plane, called analytic fractional Brownian mot…

math.PR2008★ 8 cited

A central limit theorem for the rescaled Lévy area of two-dimensional fractional Brownian motion with Hurst index $H < 1/4$

Jeremie Unterberger

Let $B = (B^{(1)}, B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst index $α \in (0, 1/4)$ . Using an analytic approximation $B (η)$ of $B$ introduced in \cite{Unt08},…

The rough path associated to the multidimensional analytic fbm with any Hurst parameter

A central limit theorem for the rescaled Lévy area of two-dimensional fractional Brownian motion with Hurst index H<1/4

A central limit theorem for the rescaled Lévy area of two-dimensional fractional Brownian motion with Hurst index $H < 1/4$