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摘要
This note is devoted to construct a rough path above a multidimensional fractional Brownian motion B with any Hurst parameter H is an element of (0, 1), by means of its representation as a Volterra Gaussian process. This approach yields some algebraic and computational simplifications with respect to [Stochastic Process. Appl. 120 (2010) 1444-1472], where the construction of a rough path over B was first introduced.
- 出版日期2011-5
