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A Renormalized Rough Path over Fractional Brownian Motion

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  • معلومة اضافية
    • Contributors:
      Institut Élie Cartan de Lorraine (IECL); Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)
    • بيانات النشر:
      Springer Science and Business Media LLC, 2013.
    • الموضوع:
      2013
    • نبذة مختصرة :
      We construct in this article a rough path over fractional Brownian motion with arbitrary Hurst index by (i) using the Fourier normal ordering algorithm introduced in \cite{Unt-Holder} to reduce the problem to that of regularizing tree iterated integrals and (ii) applying the Bogolioubov-Parasiuk-Hepp-Zimmermann (BPHZ) renormalization algorithm to Feynman diagrams representing tree iterated integrals.
      Comment: 46 pages, 6 figures
    • ISSN:
      1432-0916
      0010-3616
    • الرقم المعرف:
      10.1007/s00220-013-1707-0
    • Rights:
      OPEN
    • الرقم المعرف:
      edsair.doi.dedup.....3ffef5647a4048dcb6e19c8674805933