A KK-rough path above the space-time fractional Brownian motion

preprint2020arXivOpen access

Abstract

We construct a KK-rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension dd. 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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