Stochastic sewing in Banach spaces

被引：5
作者：
Le, Khoa [1 ]
机构：
[1] TU Berlin, Berlin, Germany
来源：
ELECTRONIC JOURNAL OF PROBABILITY | 2023年 / 28卷
基金：
欧洲研究理事会;
关键词：
stochastic sewing; stochastic regularization; martingale type; local time; DRIVEN;
D O I：
10.1214/23-EJP918
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页数：22
相关论文
共 27 条
[1]  
Athreya Siva, Communications on Pure and Applied Mathematics
[2]  
Bahouri H, 2011, GRUNDLEHR MATH WISS, V343, P1, DOI 10.1007/978-3-642-16830-7
[3]   Approximation of SDEs: a stochastic sewing approach [J].
Butkovsky, Oleg ;
Dareiotis, Konstantinos ;
Gerencser, Mate .
PROBABILITY THEORY AND RELATED FIELDS, 2021, 181 (04) :975-1034
[4]   Averaging along irregular curves and regularisation of ODEs [J].
Catellier, R. ;
Gubinelli, M. .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (08) :2323-2366
[5]  
COBOS F, 1988, LECT NOTES MATH, V1302, P158
[6]  
Cobos F., 1986, Math. Jpn, V31, P17
[7]  
Dareiotis Konstantinos, Annals of Applied Probability
[8]   Curvilinear integrals along enriched paths [J].
Feyel, Denis ;
de La Pradelle, Arnaud .
ELECTRONIC JOURNAL OF PROBABILITY, 2006, 11 :860-892
[9]  
FRIZ P. K., 2020, A course on rough paths, DOI DOI 10.1007/978-3-030-41556-3
[10]  
Friz PK, 2024, Arxiv, DOI arXiv:2106.10340
123