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arXiv preprint arXiv:1406.7748 , year=

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abstract

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.

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2026 3

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On It\^o-Stratonovich formula for rough sheets

math.PR · 2026-06-18 · unverdicted · novelty 6.0

A new strategy using controlled-path Taylor expansions yields the planar change-of-variable formula for paths with γ1 > 1/3 and γ2 > 1/2 as an explicit Riemann-sum limit, minimizing required iterated integrals.

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