Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 115, Issue 9, Pages 1583-1601Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spa.2005.04.007
Keywords
geometric measure theory; pathwise stochastic integration
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We show that a wide class of stochastic processes on R-d define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals. (c) 2005 Elsevier B.V. All rights reserved.
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