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(Young integration).
In Section "Appendix - Young integration", we recall the notions of p-variation and Young integration.
end{aligned} □. 1 See Section "Appendix - Young integration" for background on the variation norm and Young integration.
2 The space (C^{0,{mathrm {p-var}}}([t,T], mathbb {R})) and the norm ||·||p−var;[t,T] are reviewed in Section "Appendix - Young integration".
Thus, we cannot use classical Itô calculus in order to integrate processes with respect to (B^{H}) when (Hneq1/2), but we may use other approaches, such as Young integration (see Gubinelli [25], Young [26], Zähle [27], Dudley and Norvaiša [28], Lyons [29]).
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