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Lechiheb, Atef
(2026)
Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications.
TSE Working Paper, n. 26-1740, Toulouse
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Official URL : http://tse-fr.eu/pub/131692
| Item Type: | Monograph (Working Paper) |
|---|---|
| Language: | English |
| Date: | April 2026 |
| Place of Publication: | Toulouse |
| Uncontrolled Keywords: | Tempered fractional Brownian motion, rough path theory, Gaussian processes, stochastic integration, Lévy area, signature calculus, rough volatility, Ornstein–Uhlenbeck process. |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Institution: | Université Toulouse Capitole |
| Site: | UT1 |
| Date Deposited: | 04 May 2026 09:34 |
| Last Modified: | 04 May 2026 09:35 |
| OAI Identifier: | oai:tse-fr.eu:131692 |
| URI: | https://publications.ut-capitole.fr/id/eprint/53326 |
