Large deviations and support theorem for diffusion processes via rough paths. (Q2574528): Difference between revisions

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-Michel Ledoux
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+Michel Ledoux
@@ Property / author: Michel Ledoux / rank @@
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+Extending the Wong-Zakai theorem to reversible Markov processes
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+Q4391441
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+A function space large deviation principle for certain stochastic integrals
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+Stochastic area for Brownian motion on the Sierpiński gasket
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+Lévy area of Wiener processes in Banach spaces
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+Q2734982
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+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
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+Conditional exponential moments for iterated Wiener integrals
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+Q3341599
@@ Property / cites work: Q3341599 / rank @@
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+Publication:2574528