Extension theorem for rough paths via fractional calculus

DOI10.2969/JMSJ/06930893zbMath1379.26012OpenAlexW2735370436MaRDI QIDQ2407547

Yu Ito

Publication date: 6 October 2017

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jmsj/1499846512

zbMATH Keywords

fractional calculusLebesgue integralrough pathsLyon's extension theorem

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05)

Related Items (5)

Rough integration via fractional calculus ⋮ BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS ⋮ A fractional calculus approach to rough integration ⋮ Integrals along rough paths via fractional calculus ⋮ Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus

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