Journal article
A generalized Fernique theorem and applications
- Abstract:
- We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated integrals of Gaussian processes (which are generically not Gaussian). Gaussian integrability with explicitly given constants for variation and Hölder norms of the (fractional) Brownian rough path, Gaussian rough paths and the Banach space valued Wiener process enhanced with its Lévy area [Ledoux, Lyons, Qian. ``Lévy area of Wiener processes in Banach spaces'', Ann. Probab., 30(2):546-578, 2002] then all follow from applying our main theorem.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Access Document
- Files:
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(Preview, Accepted manuscript, pdf, 179.8KB, Terms of use)
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- Publisher copy:
- 10.1090/S0002-9939-2010-10528-2
Authors
- Publisher:
- American Mathematical Society
- Journal:
- Proceedings of the American Mathematical Society More from this journal
- Volume:
- 138
- Issue:
- 10
- Pages:
- 3679-3679
- Publication date:
- 2010-06-15
- DOI:
- EISSN:
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1088-6826
- ISSN:
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0002-9939
- Keywords:
- Pubs id:
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pubs:548179
- UUID:
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uuid:63586110-0ea6-4bed-886f-1ff03de84f11
- Local pid:
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pubs:548179
- Source identifiers:
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548179
- Deposit date:
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2018-03-21
Terms of use
- Copyright holder:
- American Mathematical Society
- Copyright date:
- 2010
- Notes:
- © Copyright 2010 American Mathematical Society. This is the accepted manuscript version of the article. The final version is available online from American Mathematical Society at: https://doi.org/10.1090/S0002-9939-2010-10528-2
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