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: X. Geng / 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 / reviewed by: Q590233 / 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: 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: 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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Gaussian process
Property / zbMATH Keywords: Gaussian process / rank
 
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large deviation principle
Property / zbMATH Keywords: large deviation principle / rank
 
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capacities
Property / zbMATH Keywords: capacities / rank
 
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Revision as of 06:36, 28 June 2023

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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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