A generalized change of variable formula for the Young integral

DOI10.1016/j.chaos.2022.112064zbMath1505.60057OpenAlexW4223963927WikidataQ113878267 ScholiaQ113878267MaRDI QIDQ2113228

Rafael A. Castrequini, Pedro José 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

dynamical systemsmethod of characteristicsfractional processesYoung integration\(\alpha\)-Hölder paths

Mathematics Subject Classification ID

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

Related Items (1)

Geometric aspects of Young integral: decomposition of flows

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