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Title of Journal: Potential Anal

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Abbravation: Potential Analysis

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Springer Netherlands

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10.1007/978-3-319-42291-6_29

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1572-929X

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Integrals Along Rough Paths via Fractional Calculu

Authors: Yu Ito
Publish Date: 2014/07/11
Volume: 42, Issue: 1, Pages: 155-174
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Abstract

Using fractional calculus we introduce an integral along βHölder rough paths for any β ∈ 01 This is a natural generalization of the Riemann–Stieltjes integral along smooth curves We prove that under suitable conditions on the integrand this integral is a continuous functional with respect to the Hölder topology As a result this provides an alternative definition of the first level path of the rough integral along geometric Hölder rough paths

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  2. Approximation of Invariant Measures for Regime-switching Diffusions
  3. Functional Inequalities and Hamilton–Jacobi Equations in Geodesic Spaces
  4. Brownian Motion and the Distance to a Submanifold
  5. Stability for Parabolic Quasiminimizers
  6. Complementability of Spaces of Harmonic Functions
  7. Equilibrium Diffusion on the Cone of Discrete Radon Measures
  8. Global Heat Kernel Estimates for Symmetric Markov Processes Dominated by Stable-Like Processes in Exterior C 1, η Open Sets
  9. Intertwining Relations for One-Dimensional Diffusions and Application to Functional Inequalities
  10. Mosco Type Convergence of Bilinear Forms and Weak Convergence of n -Particle Systems
  11. Remarks on a Constrained Optimization Problem for the Ginibre Ensemble
  12. On Calabi’s Strong Maximum Principle via Local Semi-Dirichlet Forms
  13. On States of Total Weighted Occupation Times of a Class of Infinitely Divisible Superprocesses on a Bounded Domain
  14. Uniqueness for Integro-PDE in Hilbert Spaces
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