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arxiv: math/0211458 · v1 · submitted 2002-11-29 · 🧮 math.PR

On a relation between stochastic integration and geometric measure theory

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keywords currentsdefineprocessesquestionstochasticaddressedanswercertain
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Two problems are addressed for the path of certain stochastic processes: a) do they define currents? b) are these currents of a classical type? A general answer to question a) is given for processes like semimartingales or with Lyons-Zheng structure. As to question b), it is shown that H\"{o}lder continuous paths with exponent $\gamma > 1/2$ define integral flat chains.

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