Large deviation principle for certain spatially lifted Gaussian rough path

DOI10.2748/TMJ/1446818560zbMATH Open1329.60054arXiv1212.1249OpenAlexW2963636039MaRDI QIDQ899705FDOQ899705

Yuzuru Inahama

Publication date: 30 December 2015

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

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.

Full work available at URL: https://arxiv.org/abs/1212.1249

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Solving the KPZ equation
• Rough Burgers-like equations with multiplicative noise
• Rough stochastic PDEs
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths
• The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
• A simple proof of distance bounds for Gaussian rough paths
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Malliavin calculus and decoupling inequalities in Banach spaces
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Approximating Rough Stochastic PDEs
• Large deviations for rough paths of the fractional Brownian motion
• Large deviations and support theorem for diffusion processes via rough paths.
• Approximations of the Brownian rough path with applications to stochastic analysis
• Large deviation principle for enhanced Gaussian processes
• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS
• A support theorem and a large deviation principle for Kunita flows
• Rough paths analysis of general Banach space-valued Wiener processes

Cited In (3)

• Pathwise large deviations for the rough Bergomi model
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Large deviation principle for fractional Brownian motion with respect to capacity

This page was built for publication: Large deviation principle for certain spatially lifted Gaussian rough path

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899705)