From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\)
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Publication:664318
DOI10.1007/s00023-011-0119-yzbMath1264.81272arXiv1103.1750MaRDI QIDQ664318
Jacques Magnen, Jérémie M. Unterberger
Publication date: 1 March 2012
Published in: Annales Henri Poincaré (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.1750
fractional Brownian motion; stochastic calculus; renormalization; iterated integrals; Gaussian fields; constructive quantum field theory; rough path models; skeleton integrals
60G15: Gaussian processes
60G20: Generalized stochastic processes
81T08: Constructive quantum field theory
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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The scaling limit of the KPZ equation in space dimension 3 and higher, Towards three-dimensional conformal probability, A renormalized rough path over fractional Brownian motion
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