On Young Systems
Analysis of PDEs
2014-12-08 v1
Abstract
In this article, we study differential equations driven by continuous paths with with bounded -variation for (Young systems). The most important class of examples of theses equations is given by stochastic differential equations driven by fractional Brownian motion with Hurst index . We give a formula type It\^o-Kunita-Ventzel and a substitution formula adapted to Young integral. It allows us to give necessary conditions for existence of conserved quantities and symmetries of Young systems. We give a formula for the composition of two flows associated to Young sistems and study the Cauchy problem for Young partial differential equations.
Cite
@article{arxiv.1412.1970,
title = {On Young Systems},
author = {R. A. Castrequini and P. J. Catuogno},
journal= {arXiv preprint arXiv:1412.1970},
year = {2014}
}
Comments
13 pages