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• W2068441541 abstract "This note is devoted to construct a rough path above a multidimensional fractional Brownian motion B with any Hurst parameter H∈(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." @default.
• W2068441541 created "2016-06-24" @default.
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• W2068441541 date "2011-05-01" @default.
• W2068441541 modified "2023-10-13" @default.
• W2068441541 title "A construction of the rough path above fractional Brownian motion using Volterra’s representation" @default.
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• W2068441541 doi "https://doi.org/10.1214/10-aop578" @default.
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