A non commutative sewing lemma

Denis Feyel (1) , Arnaud de La Pradelle (2) , Gabriel Mokobodzki (2)

1 LAP - Laboratoire Analyse et Probabilités
2 IMJ - Institut de Mathématiques de Jussieu

In 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.

Mots clés: Stochastic Integrals; Curvilinear Integrals; Rough Paths; Stochastic Integrals.

Domaines: Probabilités [math.PR]

Denis Feyel, Arnaud de La Pradelle, Gabriel Mokobodzki. A non commutative sewing lemma. 2007. ⟨hal-00151183⟩