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Rough sheets

K. Chouk and M. Gubinelli

First issued 30 June 2014 · PDF

Abstract

Rough sheets are two-parameter analogs of rough paths. In this work the theory of integration over functions of two parameters is extended to cover the case of irregular functions by developing an appropriate notion of rough sheet. The main application is to give a path by path construction of the stochastic integral in the plane and obtain a stratonovich change of variables formula.

Versions

  1. Version 1 (arXiv v1) current
    30 June 2014
    arXiv comments: 53 pages

Cite

K. Chouk and M. Gubinelli. Rough sheets. Papers of Massimiliano Gubinelli, 2014, version 1. https://mgubi.org/papers/paper/rough-sheets/

Licence: arXiv.org perpetual, non-exclusive license to distribute; all other rights reserved to the authors

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