English

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 pp-variation for 1p<21 \leq p< 2 (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 H>12H >\frac{1}{2}. 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.

Keywords

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

R2 v1 2026-06-22T07:21:46.427Z