Abstract
By using a cutoff technique, we make a rough path approach to SDEs with linear growth coefficients. As an application, we improve Fang–Zhang's large deviation for loop group valued Brownian motion.
Information
Published: 1 January 2010
First available in Project Euclid: 24 November 2018
zbMATH: 1203.60072
MathSciNet: MR2648258
Digital Object Identifier: 10.2969/aspm/05710155
Subjects:
Primary:
58J65
,
60B12
,
60J15
Keywords:
rough path
,
Stochastic differential equation
Rights: Copyright © 2010 Mathematical Society of Japan
