Stochastic sewing in Banach space

2021/05/19 by Khoa Lê, Lê, Khoa · 1 citation
Economics, Econometrics and Finance · Mathematics · #46N30 #60H99 #FOS: Mathematics #Functional Analysis (math.FA) #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.FA #math.PR #msc:46N30 #msc:60H50 #msc:60H99 #secondary 60H50

paper · pdf · doi:10.48550/arxiv.2105.09364

openalex publication_date 2021/05/19 · arxiv created 2022/01/09 · arxiv updated 2022/01/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.

Citations

• Fractional Brownian Motions, Fractional Noises and Applications

Cited by

• McKean-Vlasov equations with rough common noise

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