Generating diffusions with fractional Brownian motion
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Cited in
(13)- Rough homogenisation with fractional dynamics
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- Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
- Generating diffusions with fractional Brownian motion
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- A fractional kinetic process describing the intermediate time behaviour of cellular flows
- Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
- Pathwise uniqueness for multiplicative Young and rough differential equations driven by fractional Brownian motion
- Homogenization driven by a fractional Brownian motion: the shear layer case
- Large deviations of slow-fast systems driven by fractional Brownian motion
- Fluctuations of stochastic PDEs with long-range correlations
- Weak error estimates for rough volatility models
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