54 citations · 114 across the 25 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
math.PR2012
Large deviation principle for certain spatially lifted Gaussian rough path
Yuzuru Inahama
In rough stochastic PDE theory of Hairer type, rough path lifts with respect to the space variable of two-parameter continuous Gaussian processes play a main role. A prominent exam…
math.PR2012★ 5 cited
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…