On Young Systems
Castrequini, R. A. · Catuogno, P. J.
Original · EN
In this article, we study differential equations driven by continuous paths with with bounded p-variation for 1 ≤ p< 2 (Young systems). The most important class of examples of theses equations is given by stochastic differential equations driven by fractional Brownian motion with Hurst index H >1/2. We give a formula type Itô-Kunita-Ventzel and a substitution formula adapted to Young integral. It allows us to give necessary conditions for existence of conserved quantities and symmetries of Young systems. We give a formula for the composition of two flows associated to Young sistems and study the Cauchy problem for Young partial differential equations.
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