The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content

SPD

Seminar

Precise asymptotics for infinite dimensional Ito-Lyons maps of Brownian rough paths

Kawabi, H (Okayama)
Tuesday 06 April 2010, 14:00-15:00

Seminar Room 2, Newton Institute Gatehouse

Abstract

In this talk, we discuss precise asymptotics for the laws of solutions of ''formal'' Stratonovich type SDEs on Banach spaces. We give a rigorous meaning of the solution through RDEs in the rough path theory initiated by T. Lyons. The main example we have in mind is a loop group-valued Brownian motion introduced by P. Malliavin. In our proof of the main theorem (asymptotic expansion formula of the Laplace type functional integral), a generalisation of Ledoux-Qian-Zhang's large deviation result and a ''stochastic'' Taylor expansion in the sense of rough paths play important roles. This talk is based on joint work with Yuzuru Inahama (Nagoya University).

Presentation

[pdf ]

Back to top ∧