2011
DOI: 10.1007/s00023-011-0119-y
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From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index $${{\alpha}\,{\in}\,(\frac{1}{8},\frac{1}{4})}$$

Abstract: Let B = (B1(t), . . . , B d (t)) be a d-dimensional fractional Brownian motion with Hurst index α < 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of B is a difficult task because of the low Hölder regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to B, or to solving differential equations driven by B. We intend to show in a series of papers how to desingu… Show more

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Cited by 6 publications
(5 citation statements)
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“…We believe the most powerful techniques for proving our conjecture in the sense of perturbative QFT are the multiscale x-space methods for BPHZ renormalization [32,33] developed by the École Polytechnique school of constructive QFT. The power of these methods resides in the fact they can adapted (albeit with tears) to the non-perturbative situation [34,78,93,8,2,80,81,107].…”
Section: And the Configuration Spacementioning
confidence: 99%
“…We believe the most powerful techniques for proving our conjecture in the sense of perturbative QFT are the multiscale x-space methods for BPHZ renormalization [32,33] developed by the École Polytechnique school of constructive QFT. The power of these methods resides in the fact they can adapted (albeit with tears) to the non-perturbative situation [34,78,93,8,2,80,81,107].…”
Section: And the Configuration Spacementioning
confidence: 99%
“…This relates, e.g., to the construction of iterated integrals of fractional Brownian motion for low Hurst exponent. Very little is known, apart from the findings from the difficult work by J. Unterberger, with help from J. Magnen [173,174,127,128]. Finally, before moving on to the p-adic fractional φ 4 3 model, it is worth remarking that if CI and OS positivity hold, then so do more exotic forms of the latter.…”
Section: Of Course [φ] Needs To Be Replaced By [φmentioning
confidence: 99%
“…• A close analog of the Ercolani-McLaughlin Theorem in the case of quartic interactions [27]. • The construction of the Lévy area for fractional Brownian motion with low Hurst exponent [23]. In almost every application, the only difficulty is to "see" the quantity under study as f ([1 k ]) for a suitable function f .…”
Section: 24mentioning
confidence: 99%