Nonlinear Young Integrals via Fractional Calculus

DOI10.1007/978-3-319-23425-0_3zbMath1338.60175arXiv1503.00328OpenAlexW1500065527MaRDI QIDQ2801790

Khoa Lê, Yaozhong Hu

Publication date: 22 April 2016

Published in: Stochastics of Environmental and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.00328

zbMATH Keywords

fractional calculusstochastic heat equationsFeyman-Kac formulanonlinear Young integrals

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic analysis (60H99)

Related Items (2)

Nonlinear Young differential equations: a review ⋮ Nonlinear Young integrals and differential systems in Hölder media

Cites Work

• Curvilinear integrals along enriched paths
• Integration with respect to fractal functions and stochastic calculus. I
• Controlling rough paths
• A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
• An inequality of the Hölder type, connected with Stieltjes integration
• Rough path analysis via fractional calculus
• Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions

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