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

DOI10.1016/J.JFA.2023.110212arXiv1912.08796OpenAlexW4387731584MaRDI QIDQ6184586FDOQ6184586

Authors: Giovanni Alberti, Eugene Stepanov, Dario Trevisan 

Publication date: 25 January 2024

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

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.

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

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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)

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Cited In (1)

• Geometric aspects of Young integral: decomposition of flows

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