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most citedAveraging principle for fast-slow system driven by mixed fractional Brownian rough path

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math.PR2011

Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory

Yuzuru Inahama

In this paper we study short time asymptotics of a density function of the solution of a stochastic differential equation driven by fractional Brownian motion with Hurst parameter…