Rough integration via fractional calculus (Q2179714)
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scientific article; zbMATH DE number 7199986
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| English | Rough integration via fractional calculus |
scientific article; zbMATH DE number 7199986 |
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Rough integration via fractional calculus (English)
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13 May 2020
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In this paper, sufficient conditions on Hölder rough paths for which the integrals earlier obtained by this author in [J. Math. Soc. Japan 69, No. 3, 893--912 (2017; Zbl 1379.26012)] is consistent with that obtained by the usual integration theory of rough path analysis obtained by limit of the compensated Riemann-Stieltjes sums. Furthermore, it was also shown that a suitable class of Hölder rough paths including geometric Hölder paths satisfies this conditions.
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Stieltjes integral
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fractional derivative
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rough path
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0.9591639637947084
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0.923694908618927
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0.917547881603241
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0.9131369590759276
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0.9089911580085754
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