Talk by Yuzuru Inahama (Osaka University)

Date and Time: Thursday, January 26, 2006, 10:00 AM in AP&M 6218.

Title: Laplace's method for differential equations in the rough path theory

Abstract: I will prove aymptotic results (large deviation and Laplace's method) for the laws of solutions of (formal stochastic) differential equations in the rough path sense. My result can be regarded as a "rough path version" of famous results for finite dimensional SDEs. However, formulated on a general Banach space, my results contain something new. Examples include: (1) solutions of SDEs on M-type 2 Banach spaces, and (2) heat processes (or heat kernel measures) on loop spaces.