Jeremie Unterberger
- Schrödinger invariance and spacetime symmetries
2003/02/24 by Malte Henkel, Jeremie Unterberger, Jérémie Unterberger · 1 voice · 13 citations
Physics and Astronomy · #Black Holes and Theoretical Physics #Noncommutative and Quantum Gravity Theories #Quantum chaos and dynamical systems #cond-mat #hep-th #math-ph
- A central limit theorem for the rescaled Lévy area of two-dimensional fractional Brownian motion with Hurst index H<1/4
2008/08/26 by Jérémie Unterberger, Jeremie Unterberger, Unterberger, Jeremie · 2 citations
Economics, Econometrics and Finance · Mathematics · #60F05 #60G15 #60G18 #60H05 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F05 #msc:60G15 #msc:60G18 #msc:60H05
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
2009/01/29 by Jeremie Unterberger, Jérémie Unterberger, Unterberger, Jeremie · 1 citation
Computer Science · Mathematics · #Advanced Topics in Algebra #Algebraic structures and combinatorial models #Matrix Theory and Algorithms #math.PR #msc:05C05 #msc:16W30 #msc:60F05 #msc:60G15 #msc:60G18 #msc:60H05
- Ordered forests, permutations and iterated integrals
2010/04/29 by Loic Foissy, Foissy, Loic, Jeremie Unterberger +1 · 1 citation
Mathematics · #05C05 #16W30 #60F05 #60G15 #60G18 #60H05 #Combinatorics (math.CO) #FOS: Mathematics #math.CO #msc:05C05 #msc:16W30 #msc:60F05 #msc:60G15 #msc:60G18 #msc:60H05
- On the dynamical symmetric algebra of ageing: Lie structure, representations and Appell systems
2005/10/05 by Malte Henkel, Henkel, Malte, René Schott +7 · 1 citation
Mathematics · Physics and Astronomy · #Advanced Topics in Algebra #Algebraic structures and combinatorial models #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #High Energy Physics - Theory (hep-th) #Mathematical Physics (math-ph) #Nonlinear Waves and Solitons #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.stat-mech #hep-th #math-ph #math.AP #math.MP
- A Lévy area by Fourier normal ordering for multidimensional fractional Brownian motion with small Hurst index
2009/06/08 by Jeremie Unterberger, Jérémie Unterberger, Unterberger, Jeremie · 1 citation
Economics, Econometrics and Finance · Mathematics · #05C05 #16W30 #60F05 #60G15 #60G18 #60H05 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:05C05 #msc:16W30 #msc:60F05 #msc:60G15 #msc:60G18 #msc:60H05