A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171): Difference between revisions

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Property / author: Jérémie M. Unterberger / rank
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Revision as of 01:07, 3 July 2024

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A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
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    A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (English)
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    3 August 2010
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    fractional Brownian motion
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    stochastic integrals
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    rough paths
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    Hopf algebra of decorated rooted trees
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