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math.PR2022
Support theorem for pinned diffusion processes
Yuzuru Inahama
In this paper we prove a support theorem of Stroock-Varadhan type for pinned diffusion processes. To this end we use two powerful results from stochastic analysis. One is quasi-sur…
math.PR2022★ 1 cited
Averaging principle for slow-fast systems of rough differential equations via controlled paths
Yuzuru Inahama
In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather g…