2D-Stochastic Currents over the Wiener Sheet

Franco Flandoli (), Peter Imkeller () and Ciprian A. Tudor ()
Additional contact information
Franco Flandoli: Universita di Pisa
Peter Imkeller: Humboldt-Universität zu Berlin
Ciprian A. Tudor: Université de Lille 1

Journal of Theoretical Probability, 2014, vol. 27, issue 2, 552-575

Abstract: Abstract By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener–Itô 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 in the Watanabe spaces and with respect to the spatial variable in the deterministic Sobolev spaces.

Keywords: Currents; Multiple stochastic integrals; Brownian sheet; Two-parameter processes; 60G15; 60G18; 60H05; 76M35; 60H05 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-012-0453-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:27:y:2014:i:2:d:10.1007_s10959-012-0453-0

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-012-0453-0

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().