From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index $\alpha \in (1/8,1/4)$

Jacques Magnen, Jérémie Unterberger

{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha <1/4$, or more generally a Gaussian process whose paths have the same local regulari…