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

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math.PR2014

Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion

Yuzuru Inahama

We study a stochastic differential equation in the sense of rough path theory driven by fractional Brownian rough path with Hurst parameter H (1/3 < H <= 1/2) under the ellipticity…