Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
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Publication:2129695
DOI10.1214/21-AOP1542zbMath1505.60063arXiv2008.01229OpenAlexW3046674481WikidataQ115240785 ScholiaQ115240785MaRDI QIDQ2129695
Cheng Ouyang, Samy Tindel, X. Geng
Publication date: 22 April 2022
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.01229
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) Rough paths (60L20)
Related Items (3)
Positivity of the density for rough differential equations ⋮ Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case ⋮ On the (non)stationary density of fractional-driven stochastic differential equations
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