6 papers
Sub-Riemannian spectral distance
Yuzuru Inahama
We study eigenvalues and eigenfunctions of the ``div-grad type" sub-Laplacian with respect to Popp's volume on a compact equiregular sub-Riemannian manifold . Since Popp's volum…
Fractional Diffusion Bridges
Yuzuru Inahama
Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion pro…
Wong-Zakai approximation of density functions
Yuzuru Inahama
In this paper we prove the Wong-Zakai approximation of probability density functions of solutions at a fixed time of rough differential equations driven by fractional Brownian roug…
Averaging principle for slow-fast systems of rough differential equations via controlled paths
Yuzuru Inahama
In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather g…
Averaging principle for rough slow-fast systems of level 3
Yuzuru Inahama
The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fa…
Large deviation principle for slow-fast system with mixed fractional Brownian motion
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
This work focuses on a slow-fast system perturbed by mixed fractional Brownian motion with Hurst parameter . The integral with respect to fractional Brownian motion is…