Integration of nonsmooth 2-forms: From Young to Itô and Stratonovich

Abstract

We show that geometric integrals of the type ∫Ωfdg1∧dg2 can be defined over a two-dimensional domain Ω when the functions f, g1, g2:R2→R are just Hölder continuous with sufficiently large Hölder exponents and the boundary of Ω has sufficiently small dimension, by summing over a refining sequence of partitions the discrete Stratonovich or Itô type terms. This leads to a two-dimensional extension of the classical Young integral that coincides with the integral introduced recently by R. Züst. We further show that the Stratonovich-type summation allows to weaken the requirements on Hölder exponents of the map g=(g1,g2) when f(x)=F(x,g(x)) with F sufficiently regular. The technique relies upon an extension of the sewing lemma from Rough paths theory to alternating functions of two-dimensional oriented simplices, also proven in the paper.