5 citations · 18 across the 22 of their papers we have counts for
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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…
math.PR2014
Stochastic differential equations driven by loops
Fabrice Baudoin
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existenc…
math.PR2014
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Fabrice Baudoin, Eulalia Nualart, Cheng Ouyang +1
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We fir…