A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
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Publication:983171
DOI10.1016/j.spa.2010.04.001zbMath1221.05062arXiv0901.4771OpenAlexW2035458579MaRDI QIDQ983171
Publication date: 3 August 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.4771
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Trees (05C05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Hopf algebras and their applications (16T05)
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