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math.PR2026
Optimal Tail Estimates for Differential Equations Driven by Fractional Brownian Motion
Horatio Boedihardjo, Xi Geng, Sheng Wang
The goal of the present paper is to investigate the exact decay rate of the tail probability for large , where is the solution to a multidimensio…
math.PR2026
Statistical Inference for Fractional Diffusions
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first…