Stochastic currents

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

Stochastic Processes and their Applications, 2005, vol. 115, issue 9, 1583-1601

Abstract: We show that a wide class of stochastic processes on define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals.

Keywords: Geometric; measure; theory; Pathwise; stochastic; integration (search for similar items in EconPapers)
Date: 2005
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