2D-stochastic currents over the Wiener sheet (Q2248936)
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English | 2D-stochastic currents over the Wiener sheet |
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2D-stochastic currents over the Wiener sheet (English)
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27 June 2014
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The purpose of the paper is to study two-dimensional stochastic currents. The concept of currents comes from geometric measure theory. Let \(\mathcal{D}^k\) be the space of all infinitely differentiable and compactly supported \(k\)-forms on \(\mathbb{R}^d\). A \(k\)-dimensional current is a linear continuous functional on \(\mathcal{D}^k\). The paper is devoted to \(2D\)-currents in the stochastic context using the theory of stochastic integration for two-parameter stochastic processes. Let \(\Delta\) be the Dirac distribution, \(W_{s,t}\) be a \((2,d)\)-Brownian sheet. The authors define and study the mapping \[ T(x):= \int_{[0,1]^2}\Delta(x-W_{s,t})\partial_tW^1_{s,t}\partial_sW^2_{s,t}. \] The aim of the work is to give a meaning to this integral and to study its regularity in the deterministic Sobolev spaces with negative index as a function of \(x\) and in the Sobolev-Watanabe spaces as a function of \(\omega\). The integral can be represented as a combination of Skorohod integrals with respect to the Brownian sheet and multiple Wiener-Itô integrals, so the Malliavin calculus for Gaussian processes is revisited.
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currents
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multiple stochastic integrals
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Brownian sheet
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two-parameter processes
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Sobolev spaces
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Malliavin calculus
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chaos expansion
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