2025/10/14 by Oleg Butkovsky, Butkovsky, Oleg
Engineering · #Architecture and Computational Design #FOS: Mathematics #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2510.12165
openalex publication_date 2025/10/14 · openalex created_date 2025/10/17 · openalex updated_date 2026/07/28
These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show how they can be successfully applied to study various problems in stochastic analysis, including: regularization by noise for stochastic differential equations driven by Brownian motion or fractional Brownian motion, well-posedness of stochastic PDEs with irregular drift, the study of averaging operators and local times, and the analysis of numerical algorithms.