Stochastic sewing in Banach space
Probability
2022-01-11 v2 Functional Analysis
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.
Cite
@article{arxiv.2105.09364,
title = {Stochastic sewing in Banach space},
author = {Khoa Lê},
journal= {arXiv preprint arXiv:2105.09364},
year = {2022}
}