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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

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 o ...

Cambridge Univ Press2024

Analyse (mathématiques)

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SIMPLE HIERARCHICAL PLANNING WITH DIFFUSION

Scalable constrained optimization

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On distributional autoregression and iterated transportation

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

An integrated heart-torso electromechanical model for the simulation of electrophysiological outputs accounting for myocardial deformation

Optimization Algorithms for Decentralized, Distributed and Collaborative Machine Learning

Efficient and insightful descriptors for representing molecular and material space

Geometry-Driven Stock-Constrained Truss Design via Equilibrium-Based Structural Models

Morphological processes and potential for lacustrine delta restoration

Scalable constrained optimization

Optimization Algorithms for Decentralized, Distributed and Collaborative Machine Learning

Robot Learning using Tensor Networks

SIMPLE HIERARCHICAL PLANNING WITH DIFFUSION

On distributional autoregression and iterated transportation

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

An integrated heart-torso electromechanical model for the simulation of electrophysiological outputs accounting for myocardial deformation

Efficient and insightful descriptors for representing molecular and material space

Morphological processes and potential for lacustrine delta restoration

Geometry-Driven Stock-Constrained Truss Design via Equilibrium-Based Structural Models