3 citations · 7 across the 7 of their papers we have counts for
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math.PR2019★ 1 cited
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…
math.PR2019★ 3 cited
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…