We show that geometric integrals of the type ∫Ωfdg1∧dg2 can be defined over a two-dimensional domain Ω when the functions f, g1, g2:R2→R are just Hölder continuous with sufficiently large Hölder exponents and the boundary of Ω has sufficiently small dimension, by summing over a refining sequence of partitions the discrete Stratonovich or Itô type terms. This leads to a two-dimensional extension of the classical Young integral that coincides with the integral introduced recently by R. Züst. We further show that the Stratonovich-type summation allows to weaken the requirements on Hölder exponents of the map g=(g1,g2) when f(x)=F(x,g(x)) with F sufficiently regular. The technique relies upon an extension of the sewing lemma from Rough paths theory to alternating functions of two-dimensional oriented simplices, also proven in the paper.

Integration of nonsmooth 2-forms: From Young to Itô and Stratonovich

Alberti G.;Stepanov E.;Trevisan D.
2024-01-01

Abstract

We show that geometric integrals of the type ∫Ωfdg1∧dg2 can be defined over a two-dimensional domain Ω when the functions f, g1, g2:R2→R are just Hölder continuous with sufficiently large Hölder exponents and the boundary of Ω has sufficiently small dimension, by summing over a refining sequence of partitions the discrete Stratonovich or Itô type terms. This leads to a two-dimensional extension of the classical Young integral that coincides with the integral introduced recently by R. Züst. We further show that the Stratonovich-type summation allows to weaken the requirements on Hölder exponents of the map g=(g1,g2) when f(x)=F(x,g(x)) with F sufficiently regular. The technique relies upon an extension of the sewing lemma from Rough paths theory to alternating functions of two-dimensional oriented simplices, also proven in the paper.
2024
Alberti, G.; Stepanov, E.; Trevisan, D.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1259547
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