Large deviation principle for certain spatially lifted Gaussian rough path

DOI10.2748/TMJ/1446818560MaRDI QIDQ899705zbMATH OpenOpenAlexFDO

Authors Yuzuru Inahama

Publication date 30 December 2015

Published in Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.1249, https://projecteuclid.org/euclid.tmj/1446818560

zbMATH Keywords

stochastic partial differential equationslarge deviation principlerough path theory

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In rough stochastic PDE theory of Hairer type, rough path lifts with respect to the space variable of two-parameter continuous Gaussian processes play a main role. A prominent example of such processes is the solution of the stochastic heat equation under the periodic condition. The main objective of this paper is to show that the law of the spatial lift of this process satisfies a Schilder type large deviation principle on the continuous path space over a geometric rough path space.

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Cited in

(7)

• Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
• Large deviation principle for fractional Brownian motion with respect to capacity
• Pathwise large deviations for the rough Bergomi model
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS
• Large deviations for rough path lifts of Watanabe's pullbacks of delta functions
• Large deviation principle for enhanced Gaussian processes

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