On a relation between stochastic integration and geometric measure theory
| dc.creator | Flandoli, Franco | |
| dc.creator | Giaquinta, Mariano | |
| dc.creator | Gubinelli, Massimiliano | |
| dc.creator | Tortorelli, Vincenzo M. | |
| dc.date | 2002-11-29 | |
| dc.date.accessioned | 2026-07-07T04:53:24Z | |
| dc.date.available | 2026-07-07T04:53:24Z | |
| dc.description | 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 Hölder continuous paths with exponent $γ> 1/2$ define integral flat chains. | |
| dc.description | 30 pages, no figures | |
| dc.identifier | https://arxiv.org/abs/math/0211458 | |
| dc.identifier | http://arxiv.org/abs/math/0211458 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/65834 | |
| dc.subject | Probability | |
| dc.subject | 60H05; 49Q15 | |
| dc.title | On a relation between stochastic integration and geometric measure theory | |
| dc.type | text |