Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications

Atef Lechiheb

No 26-1740, TSE Working Papers from Toulouse School of Economics (TSE)

Keywords: Tempered fractional Brownian motion; rough path theory, Gaussian processes; stochastic integration, Lévy area; signature calculus; rough volatility, Ornstein–Uhlenbeck process. (search for similar items in EconPapers)
Date: 2026-04
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