ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION
From MaRDI portal
Publication:5006409
DOI10.1017/nmj.2019.29zbMath1469.60365arXiv1902.05219OpenAlexW2984853156WikidataQ115337113 ScholiaQ115337113MaRDI QIDQ5006409
Nobuaki Naganuma, Yuzuru Inahama
Publication date: 16 August 2021
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.05219
Fractional processes, including fractional Brownian motion (60G22) Limit theorems in probability theory (60F99) Rough partial differential equations (60L50)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion
- Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Integrability and tail estimates for Gaussian rough differential equations
- Smooth density for some nilpotent rough differential equations
- Smoothness of the density for solutions to Gaussian rough differential equations
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
- Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
- Large deviations and the Malliavin calculus
- Large deviation principle for enhanced Gaussian processes
- A variation embedding theorem and applications
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Densities for rough differential equations under Hörmander's condition
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- Stochastic analysis of the fractional Brownian motion
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- Smoothness of densities for area-like processes of fractional Brownian motion
- A stochastic Taylor-like expansion in the rough path theory
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- Malliavin differentiability of solutions of rough differential equations
- Varadhan estimates for rough differential equations driven by fractional Brownian motions
- Analysis on Gaussian Spaces
- Stochastic Analysis
- A generalized Fernique theorem and applications
- The Malliavin Calculus and Related Topics
- Multidimensional Stochastic Processes as Rough Paths
- Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
- Non-degeneracy of Wiener functionals arising from rough differential equations
- System Control and Rough Paths
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Smoothing effect of rough differential equations driven by fractional Brownian motions