A Renormalized Rough Path over Fractional Brownian Motion

被引：0
|
作者：
Jérémie Unterberger
机构：
[1] Université de Lorraine,
来源：
Communications in Mathematical Physics | 2013年 / 320卷
关键词：
Hopf Algebra; Feynman Diagram; Fractional Brownian Motion; Double Line; External Line;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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 (Unterberger, Commun Math Phy 298(1):1–36, 2010) 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.
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页码：603 / 636
页数：33
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