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math.PR2025
Fractional Diffusion Bridges
Yuzuru Inahama
Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion pro…
math.PR2025
Averaging principle for rough slow-fast systems of level 3
Yuzuru Inahama
The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fa…