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

\(\alpha\)-Hölder pathsdynamical systemsfractional processesmethod of characteristicsYoung integration

Mathematics Subject Classification ID

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

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Cited in

(3)

• A formula connecting the Young and Pollard integrals
• Geometric aspects of Young integral: decomposition of flows
• From Hamiltonian systems to compressible Euler equation driven by additive Hölder noise

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