activity
20102026
most citedAveraging principle for fast-slow system driven by mixed fractional Brownian rough path

54 citations · 114 across the 25 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019★ 3 cited

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…