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Large deviations and support theorem for diffusion processes via rough paths

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References

1998Differential equations driven by rough signals1,077 cited
1997Stochastic Analysis1,035 cited
2002System Control and Rough Paths519 cited
2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited

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2007Good rough path sequences and applications to anticipating stochastic calculus32 cited

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2005Continuity of the Itô-Map for Holder Rough Paths with Applications to the Support Theorem in Holder Norm29 cited