Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities (Q342968)
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scientific article; zbMATH DE number 6654657
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| English | Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities |
scientific article; zbMATH DE number 6654657 |
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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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0.788051962852478
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0.7846492528915405
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0.7808029651641846
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0.7755255103111267
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0.7557446360588074
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