  The main tool for stochastic calculus with respect to a multidimensional
process $B$ with small H\"older regularity index is rough path theory. Once $B$
has been lifted to a rough path, a stochastic calculus -- as well as solutions
to stochastic differential equations driven by $B$ -- follow by standard
arguments. Although such a lift has been proved to exist by abstract arguments
\cite{LyoVic07}, a first general, explicit construction has been proposed in
\cite{Unt09,Unt09bis} under the name of Fourier normal ordering. The purpose of
this short note is to convey the main ideas of the Fourier normal ordering
method in the particular case of the iterated integrals of lowest order of
fractional Brownian motion with arbitrary Hurst index.
