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math.PR2023
Moderate deviations for rough differential equations
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
Small noise problems are quite important for all types of stochastic differential equations. In this paper we focus on rough differential equations driven by scaled fractional Brow…
math.PR2023
Wong-Zakai approximation of density functions
Yuzuru Inahama
In this paper we prove the Wong-Zakai approximation of probability density functions of solutions at a fixed time of rough differential equations driven by fractional Brownian roug…
math.PR2023★ 1 cited
Large deviation principle for slow-fast system with mixed fractional Brownian motion
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
This work focuses on a slow-fast system perturbed by mixed fractional Brownian motion with Hurst parameter . The integral with respect to fractional Brownian motion is…