A K-rough path above the space-time fractional Brownian motion

Abstract

We construct a K-rough path [along the terminology of Deya (Probab Theory Relat Fields 166:1–65, 2016)] above either a space-time or a spatial fractional Brownian motion, in any space dimension d. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise.