An Itô-Wentzell formula for rough paths
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.
math.PR↗