A generalized change of variable formula for the Young integral

DOI10.1016/J.CHAOS.2022.112064zbMATH Open1505.60057OpenAlexW4223963927WikidataQ113878267 ScholiaQ113878267MaRDI QIDQ2113228FDOQ2113228

Authors: Rafael A. Castrequini, Pedro J. Catuogno 

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112064

zbMATH Keywords

dynamical systemsfractional processesmethod of characteristicsYoung integration[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=%5C%28%5Calpha%5C%29-H%EF%BF%BD%EF%BF%BDlder+paths&go=Go \(\alpha\)-H��lder paths]

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

Cites Work

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• Nonautonomous Young differential equations revisited
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• Path dependent equations driven by Hölder processes

Cited In (2)

• Geometric aspects of Young integral: decomposition of flows
• A formula connecting the Young and Pollard integrals

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