An Itô-Wentzell formula for rough paths

preprint2022arXivOpen access

This article shows an Itô-Wentzell type formula adapted to rough paths with $α$ -Hölder regularity $α\in (\frac{1}{3},\frac{1}{2}]$ . We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C. Keller and J. Zhang for rough paths.

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An Itô-Wentzell formula for rough paths

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