{
  "annotation_id": "20fdf3f3-f8f6-4d5f-8401-777465c1dbe5",
  "date_created": "2026-02-17T05:53:23.071000Z",
  "date_modified": "2026-02-17T05:53:23.071000Z",
  "file_hash": "9c7fc32457dc402622f554a5ae9b5acc089e1a216a02e75a8672ebf5d699be24",
  "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": "v2"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "fa5bb40c-698b-458d-8f8d-325e6a426e64",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}