Abstract: A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.
Cites work
- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- A course on rough paths. With an introduction to regularity structures
- A stochastic sewing lemma and applications
- Analysis in Banach Spaces
- Analysis in Banach spaces. Volume II. Probabilistic methods and operator theory
- Approximation of SDEs: a stochastic sewing approach
- Averaging along irregular curves and regularisation of ODEs
- Averaging dynamics driven by fractional Brownian motion
- Controlling rough paths
- Curvilinear integrals along enriched paths
- Differential equations driven by rough signals
- Fourier analysis and nonlinear partial differential equations
- Fractional Brownian Motions, Fractional Noises and Applications
- scientific article; zbMATH DE number 3969385 (Why is no real title available?)
- scientific article; zbMATH DE number 4054312 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- Martingales in Banach spaces
- Occupation densities
- Quantifying a convergence theorem of Gyöngy and Krylov
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
- Slow-fast systems with fractional environment and dynamics
- Stochastic analysis with modelled distributions
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
Cited in
(12)- scientific article; zbMATH DE number 5608663 (Why is no real title available?)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion
- Multidimensional backward stochastic differential equations with rough drifts
- Regularization by noise for rough differential equations driven by Gaussian rough paths
- Weak existence for SDEs with singular drifts and fractional Brownian or Lévy noise beyond the subcritical regime
- Stochastic sewing with Besov regularity
- Stochastic sewing lemma on Wasserstein space
- Taming singular stochastic differential equations: a numerical method
- Solution theory of fractional SDEs in complete subcritical regimes
- Rough stochastic analysis with jumps
- Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
- Regularisation by multiplicative noise for reaction-diffusion equations
This page was built for publication: Stochastic sewing in Banach spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6165211)
