An It\^o-Wentzell formula for rough paths

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Publication:6402629




Abstract: This article shows an It^o-Wentzell type formula adapted to rough paths with alpha-H"older regularity alphain(frac13,frac12]. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C. Keller and J. Zhang for rough paths.











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