Related publications (12)

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Toyomu Matsuda

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in LmL_m of Riemann type sums [s,t]πAs,t\sum _{[s,t] \in \pi } A_{s,t} for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...
Cambridge Univ Press2024

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