Moderate deviations for rough differential equations

Yuzuru Inahama, Yong Xu, Xiaoyu Yang

科研成果: 期刊稿件文章同行评审

2 引用 (Scopus)

摘要

Small noise problems are quite important for all types of stochastic differential equations. In this paper, we focus on rough differential equations driven by scaled fractional Brownian rough path with Hurst parameter (Formula presented.). We prove a moderate deviation principle for this equation as the scale parameter tends to zero.

源语言英语
页(从-至)2738-2748
页数11
期刊Bulletin of the London Mathematical Society
56
8
DOI
出版状态已出版 - 8月 2024

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