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 2010 · math.PRShow all

3 papers · 2 filters

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★ 2 cited

A renormalized rough path over fractional Brownian motion

Jeremie Unterberger

We construct in this article a rough path over fractional Brownian motion with arbitrary Hurst index by (i) using the Fourier normal ordering algorithm introduced in \cite{Unt-Hold…

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. (I) An introduction: rough path theory and perturbative heuristics

A renormalized rough path over fractional Brownian motion

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. (I) The Lévy area of fractional Brownian motion with Hurst index $α \in (1/8, 1/4)$