Stochastic sewing in Banach space

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.

References in corpus (3)

• Averaging dynamics driven by fractional Brownian motion
• Quantifying a convergence theorem of Gyöngy and Krylov
• Regularisation by regular noise

Cited by in corpus (1)

• Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging