Moderate deviations for rough differential equations

Yuzuru Inahama; Yong Xu; Xiaoyu Yang

doi:10.1112/blms.13097

Moderate deviations for rough differential equations

Yuzuru Inahama
, Yong Xu
, Xiaoyu Yang

数学与统计学院

Kyushu University

科研成果: 期刊稿件 › 文章 › 同行评审

7 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
卷	56
期	8
DOI	https://doi.org/10.1112/blms.13097
出版状态	已出版 - 8月 2024

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title = "Moderate deviations for rough differential equations",

abstract = "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.",

author = "Yuzuru Inahama and Yong Xu and Xiaoyu Yang",

note = "Publisher Copyright: {\textcopyright} 2024 The Author(s). The publishing rights in this article are licensed to the London Mathematical Society under an exclusive licence.",

year = "2024",

month = aug,

doi = "10.1112/blms.13097",

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AB - 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.

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M3 - 文章

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VL - 56

SP - 2738

EP - 2748

JO - Bulletin of the London Mathematical Society

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Moderate deviations for rough differential equations

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