## Bernoulli

• Bernoulli
• Volume 13, Number 3 (2007), 695-711.

### Correcting Newton–Côtes integrals by Lévy areas

#### Abstract

In this note we introduce the notion of Newton–Côtes functionals corrected by Lévy areas, which enables us to consider integrals of the type f(y) dx, where f is a C2m function and x, y are real Hölderian functions with index α>1/(2m+1) for all m∈ℕ*. We show that this concept extends the Newton–Côtes functional introduced in Gradinaru et al., to a larger class of integrands. Then we give a theorem of existence and uniqueness for differential equations driven by x, interpreted using the symmetric Russo–Vallois integral.

#### Article information

Source
Bernoulli, Volume 13, Number 3 (2007), 695-711.

Dates
First available in Project Euclid: 7 August 2007

https://projecteuclid.org/euclid.bj/1186503483

Digital Object Identifier
doi:10.3150/07-BEJ6015

Mathematical Reviews number (MathSciNet)
MR2348747

Zentralblatt MATH identifier
1132.60047

#### Citation

Nourdin, Ivan; Simon, Thomas. Correcting Newton–Côtes integrals by Lévy areas. Bernoulli 13 (2007), no. 3, 695--711. doi:10.3150/07-BEJ6015. https://projecteuclid.org/euclid.bj/1186503483

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