Construction and Skorohod representation of a fractional \(K\)-rough path

DOI10.1214/17-EJP69zbMath1368.60066arXiv1607.05489OpenAlexW2963596255MaRDI QIDQ2362559

Aurélien Deya

Publication date: 10 July 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05489

zbMATH Keywords

Malliavin calculusfractional noisestochastic PDEsrough pathsregularity structures

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

A nonlinear wave equation with fractional perturbation ⋮ Moment estimates for some renormalized parabolic Anderson models ⋮ A \(K\)-rough path above the space-time fractional Brownian motion

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