抄録
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.
本文言語 | 英語 |
---|---|
ページ(範囲) | 2738-2748 |
ページ数 | 11 |
ジャーナル | Bulletin of the London Mathematical Society |
巻 | 56 |
号 | 8 |
DOI | |
出版ステータス | 出版済み - 8月 2024 |
!!!All Science Journal Classification (ASJC) codes
- 数学一般