An It\^o-Wentzell formula for rough paths
Probability
2022-06-22 v1
Abstract
This article shows an It\^o-Wentzell type formula adapted to rough paths with -H\"older regularity . We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C. Keller and J. Zhang for rough paths.
Cite
@article{arxiv.2206.09905,
title = {An It\^o-Wentzell formula for rough paths},
author = {Rafael A. Castrequini and Pedro J. Catuogno and Alvaro E. Machado Hernandez},
journal= {arXiv preprint arXiv:2206.09905},
year = {2022}
}