2014/06/30 by Khalil Chouk, Chouk, K., Massimiliano Gubinelli +1
Computer Science · Engineering · Mathematics · #Advanced Numerical Analysis Techniques #FOS: Mathematics #Functional Analysis (math.FA) #Mathematical Dynamics and Fractals #Probability (math.PR) #Rough Sets and Fuzzy Logic
paper · pdf · doi:10.48550/arxiv.1406.7748
openalex publication_date 2014/06/30 · openalex created_date 2024/04/10 · openalex updated_date 2026/07/28
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.