Stochastic sewing in Banach space
Khoa L\^e
TL;DR
This paper introduces a stochastic sewing lemma for Banach space-valued processes and explores its applications to additive functionals of fractional Brownian motion of distributional type.
Contribution
The paper presents a novel stochastic sewing lemma applicable to Banach space processes, expanding tools for analyzing complex stochastic systems.
Findings
Established a stochastic sewing lemma for Banach spaces
Applied the lemma to fractional Brownian motion functionals
Provided new methods for distributional stochastic 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.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Stochastic processes and statistical mechanics