{
  "id": "1004.1476",
  "version": "v1",
  "published": "2010-04-09T07:15:48.000Z",
  "updated": "2010-04-09T07:15:48.000Z",
  "title": "A stochastic Taylor-like expansion in the rough path theory",
  "authors": [
    "Yuzuru Inahama"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case that the roughness $p$ satisfies $[p]=2$, but also the case that $[p] ge 3$. As an application, we discuss the Laplace asymptotics for It^{o} functionals of Brownian rough paths.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-04-09T07:15:48.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60F99"
    ],
    "keywords": [
      "rough path theory",
      "stochastic taylor-like expansion",
      "brownian rough paths",
      "small parameter",
      "laplace asymptotics"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1004.1476I"
    }
  }
}