کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4592052 1335071 2010 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Rough paths analysis of general Banach space-valued Wiener processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Rough paths analysis of general Banach space-valued Wiener processes
چکیده انگلیسی

In this article, we carry out a rough paths analysis for Banach space-valued Wiener processes. We show that most of the features of the classical Wiener process pertain to its rough path analog. To be more precise, the enhanced process has the same scaling properties and it satisfies a Fernique type theorem, a support theorem and a large deviation principle in the same Hölder topologies as the classical Wiener process does. Moreover, the canonical rough paths of finite dimensional approximating Wiener processes converge to the enhanced Wiener process. Finally, a new criterion for the existence of the enhanced Wiener process is provided which is based on compact embeddings. This criterion is particularly handy when analyzing Kunita flows by means of rough paths analysis which is the topic of a forthcoming article.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 258, Issue 9, 1 May 2010, Pages 2910-2936