Extensions of the sewing lemma with applications

DOI10.1016/j.spa.2017.09.023zbMath1409.60088arXiv1511.02715OpenAlexW2266622039WikidataQ124964419 ScholiaQ124964419MaRDI QIDQ1615916

Pavel Yaskov

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

zbMATH Keywords

fractional Brownian motionstochastic integralsRiemann-Stieltjes integralsthe sewing lemma

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Integration with respect to measures and other set functions (28A25) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (2)

A stochastic sewing lemma and applications ⋮ On pathwise Riemann-Stieltjes integrals

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