A stochastic sewing lemma and applications
From MaRDI portal
Publication:2184597
DOI10.1214/20-EJP442zbMath1480.60162arXiv1810.10500OpenAlexW3014810655WikidataQ124881379 ScholiaQ124881379MaRDI QIDQ2184597
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.10500
fractional Brownian motionDoob-Meyer decompositionstochastic differential equationsadditive functionalrough pathsregularization by noisesewing lemmachaos expansion.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Rough paths (60L20)
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