Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths

DOI10.1016/j.jfa.2006.09.016zbMath1114.60062OpenAlexW2170475882MaRDI QIDQ868933

Hiroshi Kawabi, Yuzuru Inahama

Publication date: 26 February 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2006.09.016

zbMATH Keywords

asymptotic expansionsLaplace approximationrough pathItô functional

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Related Items (16)

A moment estimate of the derivative process in rough path theory ⋮ SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Global Solutions to Rough Differential Equations with Unbounded Vector Fields ⋮ Asymptotic expansions for Laplace transforms of Markov processes ⋮ Regularity of the Itô-Lyons map ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ Laplace approximation for rough differential equation driven by fractional Brownian motion ⋮ A stochastic Taylor-like expansion in the rough path theory ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Rough path theory and stochastic calculus ⋮ Semi-classical limit of the bottom of spectrum of a Schrödinger operator on a path space over a compact Riemannian manifold ⋮ Precise asymptotics: robust stochastic volatility models ⋮ Rough paths analysis of general Banach space-valued Wiener processes ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity

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