Rough paths analysis of general Banach space-valued Wiener processes

DOI10.1016/J.JFA.2010.01.018zbMATH Open1204.60007OpenAlexW1967791407MaRDI QIDQ971792FDOQ971792

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

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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)

Cites Work

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Cited In (11)

• On the Wiener processes in a Banach space
• Title not available (Why is that?)
• A moment estimate of the derivative process in rough path theory
• Rough flows
• Solving mean field rough differential equations
• On asymptotics of Banach space-valued Itô functionals of Brownian rough paths
• Large deviation principle for certain spatially lifted Gaussian rough path
• A generalized Fernique theorem and applications
• Random dynamical systems, rough paths and rough flows
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Geometric rough paths on infinite dimensional spaces

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