Translator Disclaimer
October 2016 Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
H. Boedihardjo, X. Geng, Z. Qian
Osaka J. Math. 53(4): 941-970 (October 2016).

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.

Citation

Download Citation

H. Boedihardjo. X. Geng. Z. Qian. "Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities." Osaka J. Math. 53 (4) 941 - 970, October 2016.

Information

Published: October 2016
First available in Project Euclid: 4 October 2016

zbMATH: 1362.60038
MathSciNet: MR3554850

Subjects:
Primary: 60F10, 60F15, 60H07

Rights: Copyright © 2016 Osaka University and Osaka City University, Departments of Mathematics

JOURNAL ARTICLE
30 PAGES


SHARE
Vol.53 • No. 4 • October 2016
Back to Top