On a relation between stochastic integration and geometric measure theory
概率论
2007-05-23 v1
摘要
Two problems are addressed for the path of certain stochastic processes: a) do they define currents? b) are these currents of a classical type? A general answer to question a) is given for processes like semimartingales or with Lyons-Zheng structure. As to question b), it is shown that H\"{o}lder continuous paths with exponent define integral flat chains.
引用
@article{arxiv.math/0211458,
title = {On a relation between stochastic integration and geometric measure theory},
author = {Franco Flandoli and Mariano Giaquinta and Massimiliano Gubinelli and Vincenzo M. Tortorelli},
journal= {arXiv preprint arXiv:math/0211458},
year = {2007}
}
备注
30 pages, no figures