论文标题

用于粗糙路径的itô-wentzell公式

An Itô-Wentzell formula for rough paths

论文作者

Castrequini, Rafael A., Catuogno, Pedro J., Hernandez, Alvaro E. Machado

论文摘要

本文展示了一种Itô-wentzell类型公式,该公式适合于$α$-Hölder规律性$α\ in(\ frac {1} {3},\ frac {1} {2}] $。我们改善了R. Castrequini和P. Catuogno的先前结果,用于Young Young young forcem Young forcem young young forcem young inceptal and C. kellag和z keller and keller and for grougarg for grougarg for ground Parts。

This article shows an Itô-Wentzell type formula adapted to rough paths with $α$-Hölder regularity $α\in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C. Keller and J. Zhang for rough paths.

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