Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

zbMath1362.60038arXiv1309.0835MaRDI QIDQ342968

X. Geng, Horatio Boedihardjo, Zhongmin Qian

Publication date: 18 November 2016

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0835

zbMATH Keywords

Gaussian processlarge deviation principlerough pathscapacities

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Large deviations (60F10) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Large deviation principle for fractional Brownian motion with respect to capacity ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Fine properties of fractional Brownian motions on Wiener space ⋮ A quasi-sure non-degeneracy property for the Brownian rough path ⋮ ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION ⋮ Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion

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