English

Integration of nonsmooth $\boldsymbol{2}$-forms: from Young to It\^{o} and Stratonovich

Functional Analysis 2019-12-19 v1 Classical Analysis and ODEs Differential Geometry

Abstract

We show that geometric integrals of the type Ωfdg1dg2\int_\Omega f\, d g^1\wedge \, d g^2 can be defined over a two-dimensional domain Ω\Omega when the functions ff, g1g^1, g2 ⁣:R2Rg^2\colon \mathbb{R}^2\to \mathbb{R} are just H\"{o}lder continuous with sufficiently large H\"{o}lder exponents and the boundary of Ω\Omega has sufficiently small dimension, by summing over a refining sequence of partitions the discrete Stratonovich or It\^{o} type terms. This leads to a two-dimensional extension of the classical Young integral that coincides with the integral introduced recently by R.~Z\"{u}st. We further show that the Stratonovich-type summation allows to weaken the requirements on H\"{o}lder exponents of the map g=(g1,g2)g=(g^1,g^2) when f(x)=F(x,g(x))f(x)=F(x,g(x)) with FF sufficiently regular. The technique relies upon an extension of the sewing lemma from Rough paths theory to alternating functions of two-dimensional oriented simplices, also proven in the paper.

Keywords

Cite

@article{arxiv.1912.08796,
  title  = {Integration of nonsmooth $\boldsymbol{2}$-forms: from Young to It\^{o} and Stratonovich},
  author = {Giovanni Alberti and Eugene Stepanov and Dario Trevisan},
  journal= {arXiv preprint arXiv:1912.08796},
  year   = {2019}
}