An Itô-Wentzell formula for rough paths

2022/06/20 by Rafael Andretto Castrequini, Castrequini, Rafael A., Pedro Catuogno +3
Mathematics · #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Advanced Harmonic Analysis Research

paper · pdf · doi:10.48550/arxiv.2206.09905

Abstract

This article shows an Itô-Wentzell type formula adapted to rough paths with α-Hölder regularity α∈ ((1)/(3),(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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