Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

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

Tools
- Tools
+ Tools

Boedihardjo, Horatio, Geng, Xi and Qian, Zhongmin (2015) Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities. Osaka Journal of Mathematics, 53 (4). pp. 941-970.

An open access version can be found in:
  • Publisher
Official URL: https://projecteuclid.org/euclid.ojm/1475601825

Request Changes to record.

Abstract

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science > Statistics
Journal or Publication Title: Osaka Journal of Mathematics
Publisher: Department of Mathematics, Osaka/Osaka City Universities
ISSN: 0030-6126
Official Date: 15 October 2015
Dates:
DateEvent
15 October 2015Accepted
Volume: 53
Number: 4
Page Range: pp. 941-970
Status: Peer Reviewed
Publication Status: Published
Funder: European Research Council
Grant number: 291244
Open Access Version:
  • Publisher

Request changes or add full text files to a record

Repository staff actions (login required)

View Item View Item
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us