On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths
On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths
复制标题
布朗粗糙路径Banach空间值Itô泛函的渐近性
DOI:
10.1007/978-3-540-70847-6-18
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发表时间:
2007
影响因子:
1.7
通讯作者:
Hiroshi Kawabi
中科院分区:
文献类型:
--
作者:
Y. Inahama;Hiroshi Kawabi
Abstract: 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.
DOI:
--
发表时间:
2007
期刊:
J. Funct. Anal Vol.251, no.1
影响因子:
--
作者:
Kazushi;Yoshitomi;Shigeki Aida;Shigeki Aida;Shigeki Aida;Shigeki Aida;Shigeki Aida;Shigeki Aida;Shigeki Aida
通讯作者:
Shigeki Aida
DOI:
--
发表时间:
2006
期刊:
Journal of London Mathematical Society 73・2
影响因子:
--
作者:
Y.Inahama;et al.
通讯作者:
et al.
DOI:
--
发表时间:
2006
期刊:
J.Funct.Anal. (In press)
影响因子:
--
作者:
Yuzuru Inahama;Yuzuru Inahama
通讯作者:
Yuzuru Inahama