A moment estimate of the derivative process in rough path theory
From MaRDI portal
Publication:2884438
DOI10.1090/S0002-9939-2011-11051-7zbMath1241.60026arXiv1007.4651MaRDI QIDQ2884438
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)
Related Items
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
