2D- stochastic currents over the Wiener sheet

Flandoli, Franco; Imkeller, Peter; Tudor, Ciprian

Type de document :

Pré-publication ou Document de travail

URL permanente :

http://hdl.handle.net/20.500.12210/120812

Titre :

2D- stochastic currents over the Wiener sheet

Auteur(s) :

Flandoli, Franco [Auteur]
Dipartimento di Matematica Applicata [Pisa] [DMA]
Imkeller, Peter [Auteur]
Institut für Mathematik [Berlin]
Tudor, Ciprian [Auteur]

Laboratoire Paul Painlevé - UMR 8524 [LPP]

Discipline(s) HAL :

Mathématiques [math]/Probabilités [math.PR]

Résumé en anglais : [en]

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. ...
Lire la suite >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 variable in the Watanabe spaces and with respect to the spatial variable in the deterministic Sobolev spaces.Lire moins >

Langue :

Anglais

Commentaire :

To appear in "Journal of Theoretical Probability"

Collections :

Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

Date de dépôt :

2025-01-24T10:29:55Z

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double-currentsJOTP-rev.pdf
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1202.0618
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2D- stochastic currents over the Wiener sheet

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