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Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths by Yuzuru Inahama; Hiroshi Kawabi is a Mathematics article available to read on EtoBox.
What is Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths about?
In this paper, we establish asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths under the condition that the phase function has finitely many non-degenerate minima. Our main tool is the Banach space-valued rough path theory of T. Lyons. We use a large deviation principle and the stochastic Taylor expansion with respect to the topology of the space of geometric rough paths. This is a continuation of a series of papers by Inahama [Y. Inahama, Laplace's method for the laws of heat processes on loop spaces,
Who reads Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Yuzuru Inahama; Hiroshi Kawabi
- Publisher
- Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0022-1236)
- Published
- 2007
- Language
- EN
- Field
- Mathematics (Physical Sciences)