Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities (Q342968): Difference between revisions

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Property / author: Horatio Boedihardjo / rank
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Property / author: Zhongmin Qian / rank
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Property / author
 
Property / author: Horatio Boedihardjo / rank
 
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Property / author: Zhongmin Qian / rank
 
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The purpose of this paper is ``to initiate the study of Gaussian rough paths in the setting of quasi-sure analysis''. At first, the authors investigate the quasi-sure existence of a canonical lifting for sample paths of Gaussian processes as geometric rough paths. In addition, the authors prove that the large deviation principle implies the result of Yoshida on the infinite dimensional structure of the abstract Wiener space.
Property / review text: The purpose of this paper is ``to initiate the study of Gaussian rough paths in the setting of quasi-sure analysis''. At first, the authors investigate the quasi-sure existence of a canonical lifting for sample paths of Gaussian processes as geometric rough paths. In addition, the authors prove that the large deviation principle implies the result of Yoshida on the infinite dimensional structure of the abstract Wiener space. / rank
 
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Property / Mathematics Subject Classification ID: 60G15 / rank
 
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Property / Mathematics Subject Classification ID: 60F10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G17 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H07 / rank
 
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Property / zbMATH DE Number: 6654657 / rank
 
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rough paths
Property / zbMATH Keywords: rough paths / rank
 
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Property / zbMATH Keywords
 
Gaussian process
Property / zbMATH Keywords: Gaussian process / rank
 
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Property / zbMATH Keywords
 
large deviation principle
Property / zbMATH Keywords: large deviation principle / rank
 
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Property / zbMATH Keywords
 
capacities
Property / zbMATH Keywords: capacities / rank
 
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Property / reviewed by: Nicko G. Gamkrelidze / rank
 
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Property / MaRDI profile type: Publication / rank
 
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Property / arXiv ID: 1309.0835 / rank
 
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links / mardi / namelinks / mardi / name
 

Latest revision as of 12:40, 18 April 2024

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Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
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    Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities (English)
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    18 November 2016
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    The purpose of this paper is ``to initiate the study of Gaussian rough paths in the setting of quasi-sure analysis''. At first, the authors investigate the quasi-sure existence of a canonical lifting for sample paths of Gaussian processes as geometric rough paths. In addition, the authors prove that the large deviation principle implies the result of Yoshida on the infinite dimensional structure of the abstract Wiener space.
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    rough paths
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    Gaussian process
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    large deviation principle
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    capacities
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