Tohoku Mathematical Journal, Second Series
Online ISSN : 2186-585X
Print ISSN : 0040-8735
ISSN-L : 0040-8735
LARGE DEVIATION PRINCIPLE FOR CERTAIN SPATIALLY LIFTED GAUSSIAN ROUGH PATH
YUZURU INAHAMA
著者情報
ジャーナル フリー

2015 年 67 巻 3 号 p. 433-463

詳細
抄録

In rough stochastic PDE theory of Hairer type, rough path lifts with respect to the space variable of two-parameter continuous Gaussian processes play a main role. A prominent example of such processes is the solution of the stochastic heat equation under the periodic condition. The main objective of this paper is to show that the law of the spatial lift of this process satisfies a Schilder type large deviation principle on the continuous path space over a geometric rough path space.

著者関連情報

この記事は最新の被引用情報を取得できません。

© 2015 THE TOHOKU UNIVERSITY
前の記事 次の記事
feedback
Top