A simple proof of distance bounds for Gaussian rough paths
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Publication:389014
DOI10.1214/EJP.v18-2387zbMath1290.60046arXiv1206.5866OpenAlexW2141497691MaRDI QIDQ389014
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.5866
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ On the lack of Gaussian tail for rough line integrals along fractional Brownian paths
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