printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability

yuzuru inahama

osaka university

laplace's method for differential equations in the rough path theory

abstract:

i will prove aymptotic results (large deviation and laplace's method) for the laws of solutions of (formal stochastic) differential equations in the rough path sense. my result can be regarded as a "rough path version" of famous results for finite dimensional sdes. however, formulated on a general banach space, my results contain something new. examples include: (1) solutions of sdes on m-type 2 banach spaces, and (2) heat processes (or heat kernel measures) on loop spaces.

host: jason schweinsberg

january 26, 2006

9:00 am

ap&m 6218

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