1 citations · 2 across the 4 of their papers we have counts for
4 papers
Moderate deviations for rough differential equations
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
Small noise problems are quite important for all types of stochastic differential equations. In this paper we focus on rough differential equations driven by scaled fractional Brow…
Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions
Bin Pei, Bjoern Schmalfuss, Yong Xu
We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst paramet…
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…
Precise Laplace approximation for mixed rough differential equation
Xiaoyu Yang, Yong Xu, Bin Pei
This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mix…