{
  "annotation_id": "d7fbb62e-b51e-494f-bb07-e9a33aedcae3",
  "date_created": "2026-02-17T05:53:23.071000Z",
  "date_modified": "2026-02-17T05:53:23.071000Z",
  "file_hash": "33754a19e1bf0a277fe7b5aed7a525be73012f9277196e573760503c94d13b44",
  "private": false,
  "record": {
    "abstract": "We develop an operator-theoretic framework for stochastic calculus with respect to rough fractional Brownian motion with Hurst parameter H \u003c 1/2. Building on a covariant derivative defined via kernel factorization, we construct a closed unbounded operator on L2(Omega) adapted to the non-semimartingale setting. This approach yields explicit derivative representations for square-integrable functionals and provides a unified analytical framework compatible with rough path techniques. The results extend classical stochastic calculus beyond the semimartingale regime.",
    "arxiv_id": "2601.09967",
    "authors": [
      "Ramiro Fontes"
    ],
    "categories": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "title": "Stochastic Calculus for Rough Fractional Brownian Motion via Operator Factorization",
    "url": "https://arxiv.org/abs/2601.09967",
    "version": "v1"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "37013e50-2831-497a-a021-81d070f9a135",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}