Smoothing effect of rough differential equations driven by fractional Brownian motions

DOI10.1214/14-AIHP642zbMath1335.60084arXiv1304.4838MaRDI QIDQ5963223

Fabrice Baudoin, Xuejing Zhang, Cheng Ouyang

Publication date: 4 March 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.4838

zbMATH Keywords

fractional Brownian motionsmoothing effectrough pathsrough differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Related Items (6)

On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions ⋮ Rough path theory and stochastic calculus ⋮ Density of the signature process of fBm ⋮ Malliavin differentiability of solutions of rough differential equations ⋮ Varadhan estimates for rough differential equations driven by fractional Brownian motions ⋮ ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION

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