2D- stochastic currents over the Wiener sheet
Probability
2012-09-24 v2
Abstract
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-It\^o integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study the regularity of the stochastic current with respect to the randomness variable in the Watanabe spaces and with respect to the spatial variable in the deterministic Sobolev spaces.
Keywords
Cite
@article{arxiv.1202.0618,
title = {2D- stochastic currents over the Wiener sheet},
author = {Franco Flandoli and Peter Imkeller and Ciprian Tudor},
journal= {arXiv preprint arXiv:1202.0618},
year = {2012}
}
Comments
To appear in "Journal of Theoretical Probability"