Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
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...
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| Format: | Journal article |
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Department of Mathematics, Osaka University
2016
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