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Fractional Diffusion Bridges
Yuzuru Inahama
Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion pro…
Averaging principle for rough slow-fast systems of level 3
Yuzuru Inahama
The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fa…
Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds
Yuzuru Inahama
In this paper we study a large deviation principle of Freidlin-Wentzell type for pinned hypoelliptic diffusion measures associated with a natural sub-Laplacian on a compact sub-Rie…
Positivity of the density for rough differential equations
Yuzuru Inahama, Bin Pei
Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has…
Asymptotic expansion of the density for hypoelliptic rough differential equation
Yuzuru Inahama, Nobuaki Naganuma
We study a rough differential equation driven by fractional Brownian motion with Hurst parameter . Under Hörmander's condition on the coefficient vector fields…
Paracontrolled quasi-geostrophic equation with space-time white noise
Yuzuru Inahama, Yoshihiro Sawano
We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in…