Extensions of the sewing lemma with applications
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Publication:1615916
DOI10.1016/j.spa.2017.09.023zbMath1409.60088arXiv1511.02715OpenAlexW2266622039WikidataQ124964419 ScholiaQ124964419MaRDI QIDQ1615916
Publication date: 31 October 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.02715
Fractional processes, including fractional Brownian motion (60G22) Integration with respect to measures and other set functions (28A25) Sample path properties (60G17) Stochastic integrals (60H05)
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Cites Work
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