Existence and L2-limit construction of a geometric rough path over tempered fractional Brownian motion for H > 1/4, with applications to well-posed rough differential equations and an optimal Milstein scheme of rate O(n^{-H}).
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Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications
Existence and L2-limit construction of a geometric rough path over tempered fractional Brownian motion for H > 1/4, with applications to well-posed rough differential equations and an optimal Milstein scheme of rate O(n^{-H}).