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
Authors/Creators: | |
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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: |
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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: | https://doi.org/10.1214/23-ejp918 |