3 citations · 4 across the 2 of their papers we have counts for
3 papers
math.PR2019★ 3 cited
Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions
Xi Geng, Cheng Ouyang, Samy Tindel
This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths…
math.PR2016
Local times of stochastic differential equations driven by fractional Brownian motions
Shuwen Lou, Cheng Ouyang
In this paper, we study the existence and (Hölder) regularity of local times of stochastic differential equations driven by fractional Brownian motions. In particular, we show that…
math.PR2011★ 1 cited
Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang, Samy Tindel
In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show th…