Pages that link to "Item:Q1942114"
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The following pages link to Laplace approximation for rough differential equation driven by fractional Brownian motion (Q1942114):
Displaying 11 items.
- The rough path associated to the multidimensional analytic fBm with any Hurst parameter (Q545670) (← links)
- Sensitivity of rough differential equations: an approach through the omega lemma (Q1690299) (← links)
- A stochastic Taylor-like expansion in the rough path theory (Q1960239) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
- Varadhan estimates for rough differential equations driven by fractional Brownian motions (Q2512849) (← links)
- Large deviation principle for fractional Brownian motion with respect to capacity (Q2660175) (← links)
- On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (Q4560339) (← links)
- Rough path theory and stochastic calculus (Q4629170) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Fractional stochastic partial differential equation for random tangent fields on the sphere (Q5153147) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)