| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2021: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
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| Outline of Final Research Achievements |
Using fractional calculus and complex analysis, we study an alternative approach to the fundamental theory of rough path analysis, and obtain some results on integrals along rough paths, called rough integrals. It is known that rough integrals play an important role in the fundamental theory of rough path analysis, e.g., the theory of differential equations driven by rough paths. We expect our results to provide more direct ways to the fundamental theory of rough path analysis and the applications to stochastic analysis.
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