Rough paths analysis of general Banach space-valued Wiener processes

DOI10.1016/J.JFA.2010.01.018zbMath1204.60007OpenAlexW1967791407MaRDI QIDQ971792

Steffen Dereich

Publication date: 17 May 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2010.01.018

zbMATH Keywords

stochastic differential equationsupport theoremlarge deviation principleexact measure

Mathematics Subject Classification ID

Brownian motion (60J65) Probability theory on linear topological spaces (60B11) Calculus of functions on infinite-dimensional spaces (26E15) Rough paths (60L20)

Related Items (7)

A moment estimate of the derivative process in rough path theory ⋮ Random dynamical systems, rough paths and rough flows ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ Solving mean field rough differential equations ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Rough flows ⋮ Geometric rough paths on infinite dimensional spaces

Cites Work

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• Lévy area of Wiener processes in Banach spaces
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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• Approximations of the Brownian rough path with applications to stochastic analysis
• Large deviations and support theorem for diffusion processes via rough paths.
• A SUPPORT THEOREM AND A LARGE DEVIATION PRINCIPLE FOR KUNITA FLOWS
• Multidimensional Stochastic Processes as Rough Paths
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• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS
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