Integration of nonsmooth $\boldsymbol{2}$-forms: from Young to It\^{o} and Stratonovich
Abstract
We show that geometric integrals of the type can be defined over a two-dimensional domain when the functions , , are just H\"{o}lder continuous with sufficiently large H\"{o}lder exponents and the boundary of 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 when with 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}
}