Approximation of rough paths of fractional Brownian motion
Résumé
We consider a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]\frac{1}{4}, \frac{1}{2}[$. We give an approximation result in a modulus type distance, up to the second order, by means of a sequence of rough paths lying above elements of the reproducing kernel Hilbert space.