Skip to content

On a relation between stochastic integration and geometric measure theory

Franco Flandoli, Mariano Giaquinta, Massimiliano Gubinelli, Vincenzo M. Tortorelli

math.PRarXiv:math/0211458

Abstract

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.

Create a lesson