A fractional calculus approach to rough integration

DOI10.1215/21562261-2019-0017zbMath1429.26006OpenAlexW2945914530WikidataQ127853703 ScholiaQ127853703MaRDI QIDQ2272770

Yu Ito

Publication date: 20 September 2019

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1558059097

zbMATH Keywords

Stieltjes integralfractional derivativerough path

Mathematics Subject Classification ID

Lipschitz (Hölder) classes (26A16) Fractional derivatives and integrals (26A33) Integrals of Riemann, Stieltjes and Lebesgue type (26A42)

Related Items

Averaging principle for fast-slow system driven by mixed fractional Brownian rough path ⋮ Rough integration via fractional calculus ⋮ BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS ⋮ Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus ⋮ Forward integrals and SDE with fractal noise

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