An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
We give an extension of Lê’s stochastic sewing lemma. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter stochastic process A, under certain conditions on the moments of $A_{s,t}$ and of cond...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Cambridge University Press
2024-01-01
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| coleção: | Forum of Mathematics, Sigma |
| Assuntos: | |
| Acesso em linha: | https://www.cambridge.org/core/product/identifier/S205050942400032X/type/journal_article |