An It\^o-Wentzell formula for rough paths

MaRDI QIDQ6402629zbMATH OpenFDO

Authors Rafael A. Castrequini, Pedro J. Catuogno, Alvaro E. Machado Hernandez

Publication date 20 June 2022

Mathematics Subject Classification ID

Rough paths (60L20) Applications of rough analysis (60L90)

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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