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A non commutative sewing lemma

By Denis Feyel, Arnaud De La Pradelle and Gabriel Mokobodzki

Abstract

11 pagesIn a preceding paper [E.J.ofProb.34,860-892,(2006)], we proved a sewing lemma which was a key result for the study of Holder continuous functions. In this paper we give a non-commutative version of this lemma with some applications

Topics: Stochastic Integrals, Curvilinear Integrals, Rough Paths, Stochastic Integrals., AMS 26B35, AMS 60H05, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Publisher: HAL CCSD
Year: 2007
OAI identifier: oai:HAL:hal-00151183v1
Provided by: Hal-Diderot
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