{
  "id": "1006.5604",
  "version": "v1",
  "published": "2010-06-29T13:14:54.000Z",
  "updated": "2010-06-29T13:14:54.000Z",
  "title": "A renormalized rough path over fractional Brownian motion",
  "authors": [
    "Jeremie Unterberger"
  ],
  "comment": "46 pages, 6 figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-06-29T13:14:54.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "05C05",
      "16W30",
      "60F05",
      "60G15",
      "60G18",
      "60H05"
    ],
    "keywords": [
      "fractional brownian motion",
      "renormalized rough path",
      "feynman diagrams representing tree",
      "diagrams representing tree iterated integrals",
      "arbitrary hurst index"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 46,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1006.5604U"
    }
  }
}