Integration of nonsmooth 2-forms: from Young to Itô and Stratonovich

DOI10.1016/J.JFA.2023.110212MaRDI QIDQ6184586zbMATH OpenOpenAlexFDO

Authors Giovanni Alberti, Eugene Stepanov, Dario Trevisan

Publication date 25 January 2024

Published in Journal of Functional Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1912.08796

zbMATH Keywords

rough pathsYoung integralStratonovich integralItô integral

Mathematics Subject Classification ID

Integral geometry (53C65) Stochastic integrals (60H05) Geometric measure and integration theory, integral and normal currents in optimization (49Q15)

Abstract: We show that geometric integrals of the type $in{t}_{O}megaf,d{g}^{1}wedge,d{g}^2$ can be defined over a two-dimensional domain $Omega$ when the functions $f$, $g^1$, $g^{2}colonmathbb{R}^{2}omathbbR$ are just H"{o}lder continuous with sufficiently large H"{o}lder exponents and the boundary of $Omega$ has sufficiently small dimension, by summing over a refining sequence of partitions the discrete Stratonovich or It^{o} type terms. This leads to a two-dimensional extension of the classical Young integral that coincides with the integral introduced recently by R.~Z"{u}st. We further show that the Stratonovich-type summation allows to weaken the requirements on H"{o}lder exponents of the map $g=(g^1,g^2)$ when $f(x)=F(x,g(x))$ with $F$ sufficiently regular. The technique relies upon an extension of the sewing lemma from Rough paths theory to alternating functions of two-dimensional oriented simplices, also proven in the paper.

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Cited in

(1)

• Geometric aspects of Young integral: decomposition of flows

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