Two problems are addressed for the path of certain stochastic processes: a) do they define currents? b) are these currents of a classical type? A general answer to question a) is given for processes like semimartingales or with Lyons-Zheng structure. As to question b), it is shown that Hoelder continuous paths with exponent \gamma > 1/2 define integral flat chains.

On a relation between stochastic integration and geometric measure theory

FLANDOLI F;GIAQUINTA, Mariano;
2005

Abstract

Two problems are addressed for the path of certain stochastic processes: a) do they define currents? b) are these currents of a classical type? A general answer to question a) is given for processes like semimartingales or with Lyons-Zheng structure. As to question b), it is shown that Hoelder continuous paths with exponent \gamma > 1/2 define integral flat chains.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/271
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