A construction of the rough path above fractional Brownian motion using Volterra's representation
Abstract
This note is devoted to construct a rough path above a multidimensional fractional Brownian motion $B$ with any Hurst parameter H lesser than 1/2, by means of its representation as a Volterra Gaussian process. This approach yields some algebraic and computational simplifications with respect to a recent preprint by Unterberger, where the construction of a rough path over $B$ was first introduced.
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