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math.PR2022
Parabolic Anderson model on Heisenberg groups: the Itô setting
Fabrice Baudoin, Cheng Ouyang, Samy Tindel +1
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group of order . This equation is written as $\partial_t u=\frac{1}{…
math.PR2014
On small time asymptotics for rough differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slight…