Report
A $K$-rough path above the space-time fractional Brownian motion
| العنوان: | A $K$-rough path above the space-time fractional Brownian motion |
|---|---|
| المؤلفون: | Chen, Xia, Deya, Aurélien, Ouyang, Cheng, Tindel, Samy |
| سنة النشر: | 2020 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60L30, 60L50, 60F10, 60K37 |
| الوصف: | We construct a $K$-rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension $d$. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise. Comment: This preprint is the result of splitting our original submission arXiv:2003.14367, which was slightly too long. The present preprint contains the construction of the Stratonovich solution |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2009.03426 |
| رقم الانضمام: | edsarx.2009.03426 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |