2D- stochastic currents over the Wiener sheet
نویسندگان
چکیده
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-Itô integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study the regularity of the stochastic current with respect to the randomness variable in the Watanabe spaces and with respect to the spatial variable in the deterministic Sobolev spaces. 2000 AMS Classification Numbers: 60G15, 60G18, 60H05, 76M35, 60H05
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تاریخ انتشار 2017