5 citations · 18 across the 22 of their papers we have counts for
4 papers · 2 filters
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Hypoelliptic Case
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…
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
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…
Geometric Deviation From Lévy's Occupation Time Arcsine Law
Elton P. Hsu, Cheng Ouyang
We prove a geometric extension of Lévy's occupation time arcsine law near a hypersurface on a Riemannian manifold. The deviation from the classic arcsine law is of the order of the…
Moment estimates for some renormalized parabolic Anderson models
Xia Chen, Aurélien Deya, Cheng Ouyang +1
The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: $\partial_{t} u_{t}(x) = \frac12 Δu_{t}(x) + u_{t}…