BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS

DOI10.2206/kyushujm.77.367OpenAlexW4387656426MaRDI QIDQ6146989

Yu Ito

Publication date: 31 January 2024

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

Full work available at URL: https://doi.org/10.2206/kyushujm.77.367

zbMATH Keywords

Stieltjes integralfractional derivativerough path

Mathematics Subject Classification ID

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

Cites Work

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