Rough paths analysis of general Banach space-valued Wiener processes

DOI10.1016/j.jfa.2010.01.018zbMath1204.60007OpenAlexW1967791407MaRDI QIDQ971792

Steffen Dereich

Publication date: 17 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2010.01.018

zbMATH Keywords

stochastic differential equationsupport theoremlarge deviation principleexact measure

Mathematics Subject Classification ID

Brownian motion (60J65) Probability theory on linear topological spaces (60B11) Calculus of functions on infinite-dimensional spaces (26E15) Rough paths (60L20)

Related Items (7)

A moment estimate of the derivative process in rough path theory ⋮ Random dynamical systems, rough paths and rough flows ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ Solving mean field rough differential equations ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Rough flows ⋮ Geometric rough paths on infinite dimensional spaces

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