54 citations · 114 across the 25 of their papers we have counts for
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math.PR2010★ 3 cited
A moment estimate of the derivative process in rough path theory
Yuzuru Inahama
In this paper we prove the derivative process of a rough differential equation driven by Brownian rough path has finite -moment for any . Thanks to Burkholder-Davis-G…
math.PR2010★ 1 cited
A stochastic Taylor-like expansion in the rough path theory
Yuzuru Inahama
In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case tha…
math.PR2010★ 25 cited
Laplace approximation for rough differential equation driven by fractional Brownian motion
Yuzuru Inahama
We consider a rough differential equation indexed by a small parameter . When the rough differential equation is driven by fractional Brownian motion with Hurst para…