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 |
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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: |
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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: | 10.1214/23-ejp918 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:196312 |