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• W2896600674 abstract "We introduce a stochastic version of Gubinelli's sewing lemma, providing a sufficient condition for the convergence in moments of some random Riemann sums. Compared with the deterministic sewing lemma, adaptiveness is required and the regularity restriction is improved by a half. The limiting process exhibits a Doob-Meyer-type decomposition. Relations with Ito calculus are established. To illustrate further potential applications, we use the stochastic sewing lemma in studying stochastic differential equations driven by Brownian motions or fractional Brownian motions with irregulardrifts." @default.
• W2896600674 created "2018-10-26" @default.
• W2896600674 creator A5010225069 @default.
• W2896600674 date "2018-10-24" @default.
• W2896600674 modified "2023-10-01" @default.
• W2896600674 title "A stochastic sewing lemma and applications" @default.
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• W2896600674 hasPublicationYear "2018" @default.
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