Rough paths analysis of general Banach space-valued Wiener processes

DOI10.1016/J.JFA.2010.01.018MaRDI QIDQ971792zbMATHOpenAlexFDO

Authors Steffen Dereich

Publication date 17 May 2010

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2010.01.018

zbMATH Keywords

stochastic differential equationlarge deviation principlesupport theoremexact measure

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Brownian motion (60J65) Rough paths (60L20) Calculus of functions on infinite-dimensional spaces (26E15)

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Cited in

(11)

• Rough flows
• On asymptotics of Banach space-valued Itô functionals of Brownian rough paths
• A moment estimate of the derivative process in rough path theory
• Geometric rough paths on infinite dimensional spaces
• Large deviation principle for certain spatially lifted Gaussian rough path
• scientific article; zbMATH DE number 4180426 (Why is no real title available?)
• A generalized Fernique theorem and applications
• Solving mean field rough differential equations
• On the Wiener processes in a Banach space
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Random dynamical systems, rough paths and rough flows

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