Rough paths analysis of general Banach space-valued Wiener processes (Q971792): Difference between revisions

A rough path analysis is developed for a Wiener process with values in an abstract separable Banach space. A representation of the enhanced Wiener process is derived as limit of finite dimensional enhanced Wiener process. This allows the author to derive a Fernique type theorem, a support theorem and a large deviation principle in fine Hölder topologies for solutions of stochastic differential equations. A sufficient condition for the existence of the enhanced Wiener process is formulated in terms of exactness of the corresponding measure. A new sufficient criterion of exactness is derived of a Gaussian vector attaining values in a Holder-Zygmund space.