A moment estimate of the derivative process in rough path theory

DOI10.1090/S0002-9939-2011-11051-7zbMath1241.60026arXiv1007.4651MaRDI QIDQ2884438

Yuzuru Inahama

Publication date: 29 May 2012

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4651

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)

Related Items (4)

Integrability and tail estimates for Gaussian rough differential equations ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ A converse to the neo-classical inequality with an application to the Mittag-Leffler function ⋮ Malliavin calculus and rough paths

Cites Work

• Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths
• Rough paths analysis of general Banach space-valued Wiener processes
• On rough differential equations
• Large deviations for rough paths of the fractional Brownian motion
• Large deviations and support theorem for diffusion processes via rough paths.
• Evolving communities with individual preferences
• A generalized Fernique theorem and applications
• Multidimensional Stochastic Processes as Rough Paths
• Fractional order Taylor's series and the neo-classical inequality
• Methods de laplace et de la phase stationnaire sur l'espace de wiener
• System Control and Rough Paths
• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS

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