BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS
From MaRDI portal
Publication:6146989
DOI10.2206/KYUSHUJM.77.367OpenAlexW4387656426MaRDI QIDQ6146989FDOQ6146989
Authors: Yu Ito
Publication date: 31 January 2024
Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2206/kyushujm.77.367
Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Integrals of Riemann, Stieltjes and Lebesgue type (26A42)
Cites Work
- Title not available (Why is that?)
- Integration with respect to fractal functions and stochastic calculus. I
- Differential equations driven by rough signals
- Controlling rough paths
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Rough path analysis via fractional calculus
- System Control and Rough Paths
- Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\)
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- A fractional calculus approach to rough integration
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Integration of controlled rough paths via fractional calculus
- Integrals along rough paths via fractional calculus
- A course on rough paths. With an introduction to regularity structures
- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Rough integration via fractional calculus
- Extension theorem for rough paths via fractional calculus
This page was built for publication: BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6146989)