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pro vyhledávání: '"Castrequini, Rafael A."'
This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C. Keller and
Externí odkaz:
http://arxiv.org/abs/2206.09905
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena May 2022 158
This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the
Externí odkaz:
http://arxiv.org/abs/1610.08723
Publikováno v:
Evalueserve White Papers. 5/20/2022, p1-30. 31p.
Akademický článek
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Autor:
Andretto Castrequini, Rafael1 (AUTHOR), Russo, Francesco1 (AUTHOR) francesco.russo@ensta-paristech.fr
Publikováno v:
Stochastic Analysis & Applications. 2019, Vol. 37 Issue 3, p480-498. 19p.
Publikováno v:
Repositório Institucional da UnicampUniversidade Estadual de CampinasUNICAMP.
Orientador: Pedro José Catuogno
Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica
Made available in DSpace on 2018-08-26T02:18:47Z (GMT). No. of bitstreams: 1 Castrequini
Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica
Made available in DSpace on 2018-08-26T02:18:47Z (GMT). No. of bitstreams: 1 Castrequini
Externí odkaz:
http://repositorio.unicamp.br/jspui/handle/REPOSIP/306328
Publikováno v:
Repositório Institucional da UnicampUniversidade Estadual de CampinasUNICAMP.
Orientador: Pedro Jose Catuogno
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatística e Computação Cientifica
Made available in DSpace on 2018-08-14T14:39:55Z (GMT). No. of bitstreams: 1 Castr
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatística e Computação Cientifica
Made available in DSpace on 2018-08-14T14:39:55Z (GMT). No. of bitstreams: 1 Castr
Externí odkaz:
http://repositorio.unicamp.br/jspui/handle/REPOSIP/306323