On asymptotics of banach space-valued itô functionals of brownian rough paths

Yuzuru Inahama, Hiroshi Kawabi

研究成果: Conference contribution

2 引用 (Scopus)

抜粋

In this paper, we discuss asymptotics for certain Banach spacevalued Itô functionals of Brownian rough paths based on the results of Inahama-Kawabi [10] and Inahama [9]. Our main tool is the Banach spacevalued rough path theory of T. Lyons. As examples, we deal with heat processes on loop spaces and solutions of the stochastic differential equations (SDEs) on M-type 2 Banach spaces.

元の言語English
ホスト出版物のタイトルStochastic Analysis and Applications
ホスト出版物のサブタイトルThe Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito
ページ415-434
ページ数20
DOI
出版物ステータスPublished - 2007 12 1
イベント2nd Abel Symposium 2005: Stochastic Analysis and Applications - Oslo, Norway
継続期間: 2005 7 292005 8 4

出版物シリーズ

名前Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito

Other

Other2nd Abel Symposium 2005: Stochastic Analysis and Applications
Norway
Oslo
期間05/7/2905/8/4

    フィンガープリント

ASJC Scopus subject areas

  • Nuclear and High Energy Physics

これを引用

Inahama, Y., & Kawabi, H. (2007). On asymptotics of banach space-valued itô functionals of brownian rough paths. : Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito (pp. 415-434). (Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito). https://doi.org/10.1007/978-3-540-70847-6-18