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Stochastic sewing in Banach space

Published 19 May 2021 in math.PR and math.FA | (2105.09364v2)

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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Authors (1)

  1. Khoa Lê 

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