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

Yuzuru Inahama; Hiroshi Kawabi

doi:10.1007/978-3-540-70847-6_18

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

Yuzuru Inahama, Hiroshi Kawabi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Citations (Scopus)

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.

Original language	English
Title of host publication	Stochastic Analysis and Applications
Subtitle of host publication	The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito
Publisher	Springer Verlag
Pages	415-434
Number of pages	20
ISBN (Print)	3540708464, 9783540708469
DOIs	https://doi.org/10.1007/978-3-540-70847-6_18
Publication status	Published - 2007
Externally published	Yes
Event	2nd Abel Symposium 2005: Stochastic Analysis and Applications - Oslo, Norway Duration: Jul 29 2005 → Aug 4 2005

Publication series

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

Other

Other	2nd Abel Symposium 2005: Stochastic Analysis and Applications
Country/Territory	Norway
City	Oslo
Period	7/29/05 → 8/4/05

All Science Journal Classification (ASJC) codes

Nuclear and High Energy Physics

Access to Document

10.1007/978-3-540-70847-6_18

Cite this

Inahama, Y., & Kawabi, H. (2007). On asymptotics of banach space-valued itô functionals of brownian rough paths. In 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). Springer Verlag. https://doi.org/10.1007/978-3-540-70847-6_18

On asymptotics of banach space-valued itô functionals of brownian rough paths. / Inahama, Yuzuru; Kawabi, Hiroshi.
Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito. Springer Verlag, 2007. p. 415-434 (Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Inahama, Y & Kawabi, H 2007, On asymptotics of banach space-valued itô functionals of brownian rough paths. in Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito. Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito, Springer Verlag, pp. 415-434, 2nd Abel Symposium 2005: Stochastic Analysis and Applications, Oslo, Norway, 7/29/05. https://doi.org/10.1007/978-3-540-70847-6_18

Inahama Y, Kawabi H. On asymptotics of banach space-valued itô functionals of brownian rough paths. In Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito. Springer Verlag. 2007. p. 415-434. (Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito). doi: 10.1007/978-3-540-70847-6_18

Inahama, Yuzuru ; Kawabi, Hiroshi. / 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. Springer Verlag, 2007. pp. 415-434 (Stochastic Analysis and Applications: The Abel Symposium 2005 - Proceedings of the 2nd Abel Symposium, Held in Honor of Kiyosi Ito).

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

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