Nonlinear Young integrals via fractional calculus
Probability
2021-10-12 v1
Abstract
For H\"older continuous functions and , we define nonlinear integral via fractional calculus. This nonlinear integral arises naturally in the Feynman-Kac formula for stochastic heat equations with random coefficients. We also define iterated nonlinear integrals.
Keywords
Cite
@article{arxiv.1503.00328,
title = {Nonlinear Young integrals via fractional calculus},
author = {Yaozhong Hu and Khoa Le},
journal= {arXiv preprint arXiv:1503.00328},
year = {2021}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1404.7582