An It\^o-Wentzell formula for rough paths
Rafael A. Castrequini, Pedro J. Catuogno, Alvaro E. Machado Hernandez
TL;DR
This paper extends the Itô-Wentzell formula to rough paths with specific Hölder regularity, improving upon previous results for Young integrals and rough paths.
Contribution
It introduces an adapted Itô-Wentzell formula for rough paths with lpha-Hölder regularity, enhancing earlier work in the field.
Findings
Extended Itô-Wentzell formula to lpha-Hölder rough paths
Improved results over previous Young integral and rough path formulas
Applicable to rough paths with lpha in ( rac{1}{3}, rac{1}{2}]
Abstract
This article shows an It\^o-Wentzell type formula adapted to rough paths with -H\"older regularity . 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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Taxonomy
TopicsGeometric Analysis and Curvature Flows · Nonlinear Partial Differential Equations · Advanced Harmonic Analysis Research