[1] Eddahbi M, Lacayo R, Sole J L, Tudor C A, Vives J. Regularity of the local time for the d-dimensional fractional Brownian motion with N-parameters. Stoch Anal Appl, 2001, 23(2): 383–400

[2] Federer H. Geometric Measure Theory. Berlin: Springer-Verlag, 1969

[3] Flandoli F, Gubinelli M, Giaquinta M, Tortorelli V. Stochastic currents. Stoch Proc Appl, 2005, 115: 1583–1601

[4] Flandoli F, Gubinelli M. Random currents and probabilistic models of vortex filaments//Proceedings Ascona. 2002. Birhauser, 2002

[5] Flandoli F, Gubinelli M, Russo F. On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model. Annales de l’Institut Henri Poincar´e-Probabilit´es et Statistiques, 2007, 45(2): 545–576

[6] Flandoli F, Imkeller P, Tudor C A. 2D-stochastic currents over the Wiener sheet. J Theor Probab, 2012, Doi: 10.1007/s10959-012-0453-0

[7] Flandoli F, Tudor C A. Brownian and fractional Brownian stochastic currents via Malliavin calculus. J Funct Anal, 2010, 258: 279–306

[8] Giaquinta M, Modica G, Souˇcek J. Cartesian Currents in the Calculus of Variations I. Berlin: Springer-Verlag, 1998

[9] Imkeller P, Weisz P. The asymptotic behavior of local times and occupation integrals of the N-parameter Wiener process in Rd. Prob Th Rel Fields, 1984, 98(1): 47–75

[10] Morgan F. Geometric Measure Theory-A Beginners Guide. Boston: Academic Press, 1988

[11] Nualart D. Malliavin Calculus and Related Topics. 2nd ed. New York: Springer, 2006

[12] Nualart D, Vives J. Smoothness of Brownian local times and related functionals. Potential Analysis, 1992, 1(3): 257–263

[13] Simon L. Lectures on Geometric Measure Theory. Proc Centre for Math Anal, Australian Nat Univ, 3. 1983

[14] Tudor C A, Viens F. Ito Formula and Local Time for the Fractional Brownian Sheet. Electronic Journal of Probability, 2003, 8: Art 14, 1–31

[15] Watanabe S. Lectures on Stochastic Differential Equations and Malliavin Calculus. Berlin: Springer-Verlag, 1994