6 papers
Uniform-in-Time Smoluchowski-Kramers Approximation in Total Variation for Fractional SDEs
Qian Yu, Jiaxin Zha
Let be a one-dimensional fractional Brownian motion with Hurst index . We study the small-mass limit of the kinetic equation \[ dX_t^μ=Y_t^μ\,dt,\qquad μ\,dY_t^μ…
Fractional derivatives of local times for some Gaussian processes
Minhao Hong, Qian Yu
In this article, we consider fractional derivatives of local time for dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first…
Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
Jiazhen Gu, Qian Yu
In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our res…
Asymptotic Properties of the Derivative of Self-Intersection Local Time of Multidimensional Fractional Brownian Motion
Jiazhen Gu, Jinchi Jiang, Qian Yu
Let \{B_t^H,t\geq0\} be a d-dimensional fractional Brownian motion. We prove that the approximation of the first-order derivative of self-intersection local time, defined as α_{\v…
On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
Kaustav Das, Gregory Markowsky, Binghao Wu +1
We give the correct condition for existence of the -th derivative of the intersection local time for fractional Brownian motion, which was originally discussed in [Guo, J., Hu,…
An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
Tongxuan Liu, Qian Yu
In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central…