QUASI-SURE EXISTENCE OF BROWNIAN ROUGH PATHS AND A CONSTRUCTION OF BROWNIAN PANTS

DOI10.1142/S0219025706002512zbMath1116.60025MaRDI QIDQ3421832

Yuzuru Inahama

Publication date: 8 February 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

rough path theoryquasi-sure analysisBrownian rough pathsBrownian pants

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (7)

SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS ⋮ Large deviation principle for fractional Brownian motion with respect to capacity ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Rough path theory and stochastic calculus ⋮ A quasi-sure non-degeneracy property for the Brownian rough path ⋮ Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion

Cites Work

• The geometry of Brownian surfaces
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Brownian pants and Deligne cohomology
• Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications
• System Control and Rough Paths
• LARGE DEVIATIONS FOR HEAT KERNEL MEASURES ON LOOP SPACES VIA ROUGH PATHS

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