A generalized change of variable formula for the Young integral

DOI10.1016/J.CHAOS.2022.112064MaRDI QIDQ2113228zbMATH OpenOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3868361 (Why is no real title available?)
• scientific article; zbMATH DE number 3738648 (Why is no real title available?)
• scientific article; zbMATH DE number 3744233 (Why is no real title available?)
• scientific article; zbMATH DE number 1971703 (Why is no real title available?)
• A course on rough paths. With an introduction to regularity structures
• A generalized formula of Ito and some other properties of stochastic flows
• Controlled differential equations as Young integrals: a simple approach
• Controlling rough paths
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
• Differential equations driven by fractional Brownian motion
• Differential equations driven by rough signals
• Nonautonomous Young differential equations revisited
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On differentiability of the expectations of functionals of a markov process
• Path dependent equations driven by Hölder processes
• Selected aspects of fractional Brownian motion.
• Smoothness of Itô maps and diffusion processes on path spaces (I)
• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Young integrals and SPDEs

Cited in

(2)

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

This page was built for publication: A generalized change of variable formula for the Young integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113228)