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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.12165 |
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| _version_ | 1866908591689039872 |
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| author | Butkovsky, Oleg |
| author_facet | Butkovsky, Oleg |
| contents | These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show how they can be successfully applied to study various problems in stochastic analysis, including: regularization by noise for stochastic differential equations driven by Brownian motion or fractional Brownian motion, well-posedness of stochastic PDEs with irregular drift, the study of averaging operators and local times, and the analysis of numerical algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_12165 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Lectures on stochastic sewing with applications Butkovsky, Oleg Probability These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show how they can be successfully applied to study various problems in stochastic analysis, including: regularization by noise for stochastic differential equations driven by Brownian motion or fractional Brownian motion, well-posedness of stochastic PDEs with irregular drift, the study of averaging operators and local times, and the analysis of numerical algorithms. |
| title | Lectures on stochastic sewing with applications |
| topic | Probability |
| url | https://arxiv.org/abs/2510.12165 |