1 citations · 1 across the 4 of their papers we have counts for
4 papers
Transportation cost inequalities for singular SPDEs
I. Bailleul, M. Hoshino, R. Takano
We prove that the laws of the BPHZ random models satisfy some transportation cost inequalities in the full subcritical regime if there is no 'variance blowup' and the law of the no…
A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions
Masato Hoshino, Ryoji Takano
We extend the semigroup approach used in [23,21] to provide alternative proofs of the reconstruction theorem and the multilevel Schauder estimate for singular modelled distribution…
Large deviation principle for stochastic differential equations driven by stochastic integrals
Ryoji Takano
In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a m…
A partial rough path space for rough volatility
Masaaki Fukasawa, Ryoji Takano
We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise…