Integrals along rough paths via fractional calculus (Q2512911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrals along rough paths via fractional calculus |
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Integrals along rough paths via fractional calculus (English)
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2 February 2015
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By introducing an integral along \(\beta\)-Hölder rough paths for any \(\beta \in (0,1]\) using the concept of fractional calculus, a natural generalization of the Riemann-Stieltjes integral along smooth curves is obtained. In addition, it is proved that under suitable conditions on the integrand, this integral is a continuous functional with respect to the Hölder topology.
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fractional derivatives
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Stieltjes integrals
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rough paths
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