J. Unterberger

activity

20052009

most citedStochastic calculus for fractional Brownian motion with Hurst exponent

H > 1/4

: A rough path method by analytic extension

44 citations · 89 across the 9 of their papers we have counts for

collaborators

Showing 2008Show all

2 papers · 1 filter

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},…

math-ph2008

A classification of periodic time-dependent generalized harmonic oscillators using a Hamiltonian action of the Schrödinger-Virasoro group

Jeremie Unterberger

In the wake of a preceding article \cite{RogUnt06} introducing the Schrödinger-Virasoro group, we study its affine action on a space of $(1 + 1)$ -dimensional Schrödinger operators wi…

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

A classification of periodic time-dependent generalized harmonic oscillators using a Hamiltonian action of the Schrödinger-Virasoro group

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