2 papers
math.PR2022
Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions
Fabian Harang, Samy Tindel, Xiaohua Wang
Based on the recent development of the framework of Volterra rough paths, we consider here the probabilistic construction of the Volterra rough path associated to the fractional Br…
math.PR2021
Volterra equations driven by rough signals 2: higher order expansions
Fabian A. Harang, Samy Tindel, Xiaohua Wang
We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It w…