A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171)
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scientific article; zbMATH DE number 5763683
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| English | A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering |
scientific article; zbMATH DE number 5763683 |
Statements
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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0.8937305808067322
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0.8803271651268005
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0.8754146099090576
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0.8489799499511719
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