research article
An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
April 11, 2024
We give an extension of Le'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 conditional expectations of $A_{s,t}$ given $\mathcal F_s$ . Our extension replaces the conditional expectation given $\mathcal F_s$ by that given $\mathcal F_v$ for $v
Type
research article
Web of Science ID
WOS:001199738500001
Author(s)
Perkowski, Nicolas
Date Issued
2024-04-11
Publisher
Published in
Volume
12
Start page
e52
Subjects
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
| Funder | Grant Number |
German Science Foundation (DFG) | IRTG 2544 |
DFG | |
Available on Infoscience
April 17, 2024
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