2D-Stochastic Currents over the Wiener Sheet

被引：2

作者：

Flandoli, Franco ^{[1
]}

Imkeller, Peter ^{[2
]}

Tudor, Ciprian A. ^{[3
,4
]}

机构：

[1] Univ Pisa, Dipartimento Matemat Applicata, I-56126 Pisa, Italy

[2] Humboldt Univ, Inst Math, D-10099 Berlin, Germany

[3] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq, France

[4] Acad Econ Studies, Dept Math, Bucharest, Romania

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2014年 / 27卷 / 02期

关键词：

Currents; Multiple stochastic integrals; Brownian sheet; Two-parameter processes; FRACTIONAL BROWNIAN-MOTION; STOCHASTIC CURRENTS; LOCAL-TIMES; REGULARITY; R(D);

D O I：

10.1007/s10959-012-0453-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-It 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.

引用

页码：552 / 575

页数：24

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