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Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Bin Pei, Yuzuru Inahama, Yong Xu
This paper is devoted to studying the averaging principle for fast-slow system of rough differential equations driven by mixed fractional Brownian rough path. The fast component is…
Positivity of the density for rough differential equations
Yuzuru Inahama, Bin Pei
Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has…
Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion
Bin Pei, Yuzuru Inahama, Yong Xu
This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst paramete…
Averaging Principles for Mixed Fast-Slow Systems Driven by Fractional Brownian Motion
Bin Pei, Yuzuru Inahama, Yong Xu
We focus on fast-slow systems involving both fractional Brownian motion (fBm) and standard Brownian motion (Bm). The integral with respect to Bm is the standard Ito integral, and t…