3 citations · 7 across the 7 of their papers we have counts for
8 papers
Rough path lifts of multifractional Brownian motions
Nobuaki Naganuma
We show that multifractional Brownian motions (mBms) can be lifted to geometric rough paths. One of the main ingredients in the proof is a decomposition of mBms via the Lemarié-Mey…
Elephant Random Walks on Coverings of Dipole Graphs
Nobuaki Naganuma, Kaito Yura
In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissi…
Hölder estimates and weak convergences of certain weighted sum processes
Shigeki Aida, Nobuaki Naganuma
We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show Hölder estimates and a functional limit theorem for them. Main to…
An interpolation of discrete rough differential equations and its applications to analysis of error distributions
Shigeki Aida, Nobuaki Naganuma
We consider the solution and several approximate solutions of a rough differential equation driven by a fractional Brownian motion with th…
Error analysis for approximations to one-dimensional SDEs via the perturbation method
Shigeki Aida, Nobuaki Naganuma
We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. T…
Asymptotic expansion of the density for hypoelliptic rough differential equation
Yuzuru Inahama, Nobuaki Naganuma
We study a rough differential equation driven by fractional Brownian motion with Hurst parameter . Under Hörmander's condition on the coefficient vector fields…
Malliavin Calculus for Non-colliding Particle Systems
Nobuaki Naganuma, Dai Taguchi
In this paper, we use Malliavin calculus to show the existence and continuity of density functions of -dimensional non-colliding particle systems such as hyperbolic particle sys…
Stochastic complex Ginzburg-Landau equation with space-time white noise
Masato Hoshino, Yuzuru Inahama, Nobuaki Naganuma
We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular tha…