A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering |
scientific article |
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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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