On uniformly subelliptic operators and stochastic area (Q946486): Difference between revisions
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Revision as of 00:26, 10 February 2024
scientific article
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| English | On uniformly subelliptic operators and stochastic area |
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On uniformly subelliptic operators and stochastic area (English)
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23 September 2008
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The authors extend Lyons' stochasic area process using Dirichlet forms associated to subelliptic operators, and discuss large deviations, support results in suitable rough paths topologies; they apply their findings to stochastic differential equations driven by certain Markov processes.
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