Large deviation principle for certain spatially lifted Gaussian rough path

研究成果: ジャーナルへの寄稿記事

抜粋

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.

元の言語英語
ページ(範囲)433-463
ページ数31
ジャーナルTohoku Mathematical Journal
67
発行部数3
DOI
出版物ステータス出版済み - 1 1 2015
外部発表Yes

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All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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