A generalized change of variable formula for the Young integral

Rafael A. Castrequini and Pedro J. Catuogno

Chaos, Solitons & Fractals, 2022, vol. 158, issue C

Abstract: This article shows an Itô-Wentzell type formula adapted to Young integral. We apply this formula to study differential equations driven by α-Hölder paths with α∈121.

Keywords: Young integration; α-Hölder paths; Fractional processes; Dynamical systems; Method of characteristics (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002740

DOI: 10.1016/j.chaos.2022.112064

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