On a relation between stochastic integration and geometric measure theory

Details On a relation between stochastic integration and geometric measure theory On a relation between stochastic integration and geometric measure theory

2002-11-29

arxiv.org/abs/math/0211458v1

Mathematics

Probability

30 pages, no figures

Scientific paper

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 H\"{o}lder
continuous paths with exponent $\gamma > 1/2$ define integral flat chains.

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