1

A Stochastic Taylor-Like Expansion in the Rough Path Theory

Year:
2010
Language:
english
File:
PDF, 890 KB
english, 2010
3

Malliavin differentiability of solutions of rough differential equations

Year:
2014
Language:
english
File:
PDF, 413 KB
english, 2014
5

Laplace's method for the laws of heat processes on loop spaces

Year:
2006
Language:
english
File:
PDF, 461 KB
english, 2006
6

Convergence of finite dimensional distributions of heat kernel measures on loop groups

Year:
2003
Language:
english
File:
PDF, 282 KB
english, 2003
10

Large deviation principle for certain spatially lifted Gaussian rough path

Year:
2015
Language:
english
File:
PDF, 264 KB
english, 2015
17

Laplace approximation for rough differential equation driven by fractional Brownian motion

Year:
2013
Language:
english
File:
PDF, 340 KB
english, 2013
21

A moment estimate of the derivative process in rough path theory

Year:
2012
Language:
english
File:
PDF, 185 KB
english, 2012
22

Rough path theory and stochastic calculus

Year:
2019
Language:
english
File:
PDF, 316 KB
english, 2019