A construction of the rough path above fractional Brownian motion using Volterra's representation (Q533747)

A rough path above a multidimensional fractional Brownian motion \(B\) with the Hurst parameter \(H<1/2\) is constructed via a representation of \(B\) as a Volterra stochastic integral, namely the multiple integrals are defined by general explicit formulae. The main purpose of the paper under review is to present a rather simple, elementary and computable construction of the rough path covering, in particular, the most difficult case when \(H\leq 1/4\).