A SUPPORT THEOREM AND A LARGE DEVIATION PRINCIPLE FOR KUNITA FLOWS

DOI10.1142/S0219493711500225zbMath1247.60083OpenAlexW2152994274MaRDI QIDQ2905265

Steffen Dereich, Georgi Dimitroff

Publication date: 27 August 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711500225

zbMATH Keywords

support theoremlarge deviation principlerough pathsBrownian flowKunita-type stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (7)

Random dynamical systems, rough paths and rough flows ⋮ Solving mean field rough differential equations ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Support of solutions of stochastic differential equations in exponential Besov–Orlicz spaces ⋮ Rough paths analysis of general Banach space-valued Wiener processes ⋮ Rough flows

Cites Work

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• Isotropic stochastic flows
• Approximations of the Brownian rough path with applications to stochastic analysis
• Large deviations and support theorem for diffusion processes via rough paths.
• On isotropic brownian motions
• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS

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