Open Access
2023 Stochastic sewing in Banach spaces
Khoa Lê
Author Affiliations +
Electron. J. Probab. 28: 1-22 (2023). DOI: 10.1214/23-EJP918


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.

Funding Statement

The research is supported partly by the Alexander von Humboldt Foundation and the European Research Council under the European Union’s Horizon 2020 research and innovation program (grant agreement No. 683164). Supports from the Hausdorff Research Institute for Mathematics (HIM), where the research was initiated during the junior trimester program in 2019, are acknowledged.


I thank Pavel Zorin-Kranich for various discussions about Proposition 2.4 and the referees for their valuable suggestions.


Download Citation

Khoa Lê. "Stochastic sewing in Banach spaces." Electron. J. Probab. 28 1 - 22, 2023.


Received: 26 January 2022; Accepted: 7 February 2023; Published: 2023
First available in Project Euclid: 9 February 2023

Digital Object Identifier: 10.1214/23-EJP918

Primary: 46N30 , 60H99
Secondary: 60H50

Keywords: Local time , martingale type , stochastic regularization , stochastic sewing

Vol.28 • 2023
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