Mutual intersection for rough differential systems driven by fractional Brownian motions
From MaRDI portal
Publication:1650301
DOI10.1016/j.spl.2017.11.012zbMath1392.60035OpenAlexW2772797266MaRDI QIDQ1650301
Cheng Ouyang, Yinghui Shi, Dong Sheng Wu
Publication date: 3 July 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.11.012
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Hitting probabilities and intersections of time-space anisotropic random fields ⋮ APPLICATION OF FRACTAL DIMENSION OF FRACTIONAL BROWNIAN MOTION TO SUPPLY CHAIN FINANCING AND OPERATIONAL COMPREHENSIVE DECISION-MAKING
Cites Work
- Unnamed Item
- Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
- Fractal dimensions of rough differential equations driven by fractional Brownian motions
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Integrability and tail estimates for Gaussian rough differential equations
- Smoothness of the density for solutions to Gaussian rough differential equations
- Densities for rough differential equations under Hörmander's condition
- Differential equations driven by Gaussian signals
- Differential equations driven by rough signals
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- A version of Hörmander's theorem for the fractional Brownian motion
- Multidimensional Stochastic Processes as Rough Paths
- Multiparameter Processes
- System Control and Rough Paths
This page was built for publication: Mutual intersection for rough differential systems driven by fractional Brownian motions
