We show that a wide class of stochastic processes on Rd define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals.
Stochastic currents
FLANDOLI, FRANCO;GUBINELLI, MASSIMILIANO;TORTORELLI, VINCENZO MARIA
2005-01-01
Abstract
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals.File in questo prodotto:
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