Graph explorer

Rough sheets

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.

5 nodes5 linksoverview mapRough sheets
5 nodes5 links
Rough sheets5 visible / 5 total nodes / 6 links
Related contextCo-authorshipAuthorshipAuthorshipTopic signalTopic signalWRough sheetspreprint / 2014AK. ChoukResearcherAM. GubinelliResearcherTmath.PR7239 worksTmath.FA4066 works
PaperSignal 104 links

Rough sheets

preprint / 2014

Open