Extension theorem for rough paths via fractional calculus
Extension theorem for rough paths via fractional calculus
复制标题
通过分数阶微积分的粗糙路径的可拓定理
DOI：
10.2969/jmsj/06930893
复制
发表时间：
2017
影响因子：
0.7
通讯作者：
Yu Ito
中科院分区：
文献类型：
--
作者：
Yu Ito
在分数阶微积分的基础上，我们引入了弱控制路径的积分，它是粗糙路径分析中积分的推广。作为应用，我们给出了几何保持器粗糙路的里昂扩张定理的另一种证明，并给出了扩张映射的显式表达式.
On the basis of fractional calculus, we introduce an integral of weakly controlled paths, which is a generalization of integrals in the context of rough path analysis. As an application, we provide an alternative proof of Lyons’ extension theorem for geometric Holder rough paths together with an explicit expression of the extension map.