It has been recently established in David and Mayboroda (Approximation of green functions and domains with uniformly rectifiable boundaries of all dimensions.
Based on the recent development of the framework of Volterra rough paths (Harang and Tindel in Stoch Process Appl 142:34–78, 2021), we consider here the probabilistic construction of the Volterra rough path associated to the fractional Brownian motion with
 NSFPAR ID:
 10411866
 Publisher / Repository:
 Springer Science + Business Media
 Date Published:
 Journal Name:
 Journal of Theoretical Probability
 ISSN:
 08949840
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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