{"title":"粗糙积分的可加性证明","authors":"YU Ito","doi":"10.1142/s0219493724500060","DOIUrl":null,"url":null,"abstract":". On the basis of fractional calculus, we introduce an explicit formulation of the integral of controlled paths along H(cid:127)older rough paths in terms of Lebesgue integrals for fractional derivatives. The additivity with respect to the interval of integration, a fundamental property of the integral, is not apparent under the formulation because the fractional derivatives depend heavily on the endpoints of the interval of integration. In this paper, we provide a proof of the additivity of the integral under the formulation. Our proof seems to be simpler than those provided in previous studies and is suitable for utilizing the fractional calculus approach to rough path analysis.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A proof of the additivity of rough integral\",\"authors\":\"YU Ito\",\"doi\":\"10.1142/s0219493724500060\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". On the basis of fractional calculus, we introduce an explicit formulation of the integral of controlled paths along H(cid:127)older rough paths in terms of Lebesgue integrals for fractional derivatives. The additivity with respect to the interval of integration, a fundamental property of the integral, is not apparent under the formulation because the fractional derivatives depend heavily on the endpoints of the interval of integration. In this paper, we provide a proof of the additivity of the integral under the formulation. Our proof seems to be simpler than those provided in previous studies and is suitable for utilizing the fractional calculus approach to rough path analysis.\",\"PeriodicalId\":51170,\"journal\":{\"name\":\"Stochastics and Dynamics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-03-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics and Dynamics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s0219493724500060\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics and Dynamics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219493724500060","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
. On the basis of fractional calculus, we introduce an explicit formulation of the integral of controlled paths along H(cid:127)older rough paths in terms of Lebesgue integrals for fractional derivatives. The additivity with respect to the interval of integration, a fundamental property of the integral, is not apparent under the formulation because the fractional derivatives depend heavily on the endpoints of the interval of integration. In this paper, we provide a proof of the additivity of the integral under the formulation. Our proof seems to be simpler than those provided in previous studies and is suitable for utilizing the fractional calculus approach to rough path analysis.
期刊介绍:
This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view.
Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.