2 problems

Let $E$ denote the deterministic Lévy area correction appearing when approximating a stochastic system by smooth processes, so that the limiting stochastic integral has the form ……

Let $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst parameter $H>1/2$, let $X_T$ denote its Lévy area at time $T$, and let $C(H)$ be a positive con…