Large Deviations for Rough Path Lifts of Watanabe's Pullbacks of Delta Functions

DOI10.1093/imrn/rnv349zbMath1404.60110arXiv1412.8113OpenAlexW1597985754MaRDI QIDQ4560537

Yuzuru Inahama

Publication date: 12 December 2018

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.8113

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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