5 citations · 10 across the 4 of their papers we have counts for
4 papers
Large deviations for rough path lifts of Watanabe's pullbacks of delta functions
Yuzuru Inahama
We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener spa…
Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
Yuzuru Inahama
Since T. Lyons invented rough path theory, one of its most successful applications is a new proof of Freidlin-Wentzell's large deviation principle for diffusion processes. In this…
A moment estimate of the derivative process in rough path theory
Yuzuru Inahama
In this paper we prove the derivative process of a rough differential equation driven by Brownian rough path has finite -moment for any . Thanks to Burkholder-Davis-G…
A stochastic Taylor-like expansion in the rough path theory
Yuzuru Inahama
In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case tha…