Lê, K orcid.org/0000-0002-7654-7139 (2023) Stochastic sewing in Banach spaces. Electronic Journal of Probability, 28 (none). 26. pp. 1-22. ISSN 1083-6489
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.
Metadata
| Item Type: | Article |
|---|---|
| Authors/Creators: | |
| Copyright, Publisher and Additional Information: | This is protected by copyright. All rights reserved. This is an open access article under the terms of the Creative Commons Attribution License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium, provided the original work is properly cited. |
| Keywords: | Local time , martingale type , stochastic regularization , stochastic sewing |
| Dates: |
|
| Institution: | The University of Leeds |
| Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
| Depositing User: | Symplectic Publications |
| Date Deposited: | 20 Feb 2023 16:08 |
| Last Modified: | 20 Feb 2023 16:08 |
| Published Version: | http://dx.doi.org/10.1214/23-ejp918 |
| Status: | Published |
| Publisher: | Institute of Mathematical Statistics |
| Identification Number: | 10.1214/23-ejp918 |
| Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:196312 |

CORE (COnnecting REpositories)
CORE (COnnecting REpositories)