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A $K$-rough path above the space-time fractional Brownian motion

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 نشر من قبل Cheng Ouyang
 تاريخ النشر 2020
  مجال البحث
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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.

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