A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | De Vecchi, Francesco C., Giordano, Luca M., Morale, Daniela, Ugolini, Stefania |
|---|---|
| Format: | Preprint |
| Publié: |
2020
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Invariance properties of Brownian motion via Lie's symmetries
par: Dehò, Susanna, et autres
Publié: (2026)
par: Dehò, Susanna, et autres
Publié: (2026)
Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
par: Richard, Alexandre, et autres
Publié: (2016)
par: Richard, Alexandre, et autres
Publié: (2016)
Path-dependent McKean PDEs with reaction: a discussion on probabilistic interpretations and particle approximations
par: Morale, Daniela, et autres
Publié: (2026)
par: Morale, Daniela, et autres
Publié: (2026)
Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
par: Arceci, Francesca, et autres
Publié: (2025)
par: Arceci, Francesca, et autres
Publié: (2025)
A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena
par: Arceci, Francesca, et autres
Publié: (2024)
par: Arceci, Francesca, et autres
Publié: (2024)
Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
par: Kwossek, Anna P., et autres
Publié: (2025)
par: Kwossek, Anna P., et autres
Publié: (2025)
Strong solutions to singular SDEs and application to the Lennard-Jones potential
par: Morale, Daniela, et autres
Publié: (2025)
par: Morale, Daniela, et autres
Publié: (2025)
Well-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions
par: Maurelli, Mario, et autres
Publié: (2023)
par: Maurelli, Mario, et autres
Publié: (2023)
Concentration of the truncated variation of fractional Brownian motions of any Hurst index, their $1/H$-variations and local times
par: Bednorz, Witold M., et autres
Publié: (2025)
par: Bednorz, Witold M., et autres
Publié: (2025)
A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
par: Morale, Daniela, et autres
Publié: (2024)
par: Morale, Daniela, et autres
Publié: (2024)
A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
par: Song, Xiaoming, et autres
Publié: (2026)
par: Song, Xiaoming, et autres
Publié: (2026)
A hybrid model of sulphation reactions: stochastic particles in a random continuum environment
par: Jävergård, Nicklas, et autres
Publié: (2025)
par: Jävergård, Nicklas, et autres
Publié: (2025)
Synchronization of stochastic dissipative differential equation driven by fractional Brownian motions
par: Cao, Qiyong, et autres
Publié: (2025)
par: Cao, Qiyong, et autres
Publié: (2025)
Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
par: Morale, Daniela, et autres
Publié: (2025)
par: Morale, Daniela, et autres
Publié: (2025)
Well-posedness of stochastic reacting particle systems with non-local and Lennard-Jones interactions
par: Morale, Daniela, et autres
Publié: (2026)
par: Morale, Daniela, et autres
Publié: (2026)
Riemann-Liouville fractional Brownian motion with random Hurst exponent
par: Woszczek, Hubert, et autres
Publié: (2024)
par: Woszczek, Hubert, et autres
Publié: (2024)
The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion
par: Alessa, R., et autres
Publié: (2024)
par: Alessa, R., et autres
Publié: (2024)
Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
par: Shen, Guangjun, et autres
Publié: (2025)
par: Shen, Guangjun, et autres
Publié: (2025)
Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
par: Gu, Jiazhen, et autres
Publié: (2026)
par: Gu, Jiazhen, et autres
Publié: (2026)
Conditional stochastic differential equations driven by fractional Brownian motion
par: Đorđević, Jasmina, et autres
Publié: (2023)
par: Đorđević, Jasmina, et autres
Publié: (2023)
Euler scheme for stochastic functional differential equations driven by fractional Brownian motion
par: Garzón, Johanna, et autres
Publié: (2026)
par: Garzón, Johanna, et autres
Publié: (2026)
The Lipschitz continuity of the solution to branched rough differential equations
par: Zou, Jing, et autres
Publié: (2024)
par: Zou, Jing, et autres
Publié: (2024)
Parameter estimation of integrated fractional Brownian motion
par: Mastrogiovanni, Marco, et autres
Publié: (2025)
par: Mastrogiovanni, Marco, et autres
Publié: (2025)
Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm
par: Yamagishi, Hayate
Publié: (2024)
par: Yamagishi, Hayate
Publié: (2024)
A criterion for proving entropy chaos on path space
par: Borasi, Luigi, et autres
Publié: (2026)
par: Borasi, Luigi, et autres
Publié: (2026)
A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting
par: Giordano, Luca M., et autres
Publié: (2019)
par: Giordano, Luca M., et autres
Publié: (2019)
Synchronization by noise for stochastic differential equations driven by fractional Brownian motion
par: Blessing, Alexandra, et autres
Publié: (2026)
par: Blessing, Alexandra, et autres
Publié: (2026)
Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
par: Lin, Yiqing, et autres
Publié: (2025)
par: Lin, Yiqing, et autres
Publié: (2025)
On explosion time in stochastic differential equations driven by fractional Brownian motion
par: Garzon, Johanna, et autres
Publié: (2024)
par: Garzon, Johanna, et autres
Publié: (2024)
Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$
par: Zhang, Lijuan, et autres
Publié: (2026)
par: Zhang, Lijuan, et autres
Publié: (2026)
Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
par: De Vecchi, Francesco C., et autres
Publié: (2026)
par: De Vecchi, Francesco C., et autres
Publié: (2026)
Tanaka formula for SDEs driven by fractional Brownian motion
par: Sottinen, Tommi, et autres
Publié: (2025)
par: Sottinen, Tommi, et autres
Publié: (2025)
On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
par: Burés, Òscar, et autres
Publié: (2024)
par: Burés, Òscar, et autres
Publié: (2024)
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
par: Takahashi, Akihiko, et autres
Publié: (2023)
par: Takahashi, Akihiko, et autres
Publié: (2023)
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
par: Hao, Zimo, et autres
Publié: (2024)
par: Hao, Zimo, et autres
Publié: (2024)
Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
par: Labed, Saloua, et autres
Publié: (2024)
par: Labed, Saloua, et autres
Publié: (2024)
A stochastic approach to time-dependent BEC
par: Borasi, Luigi, et autres
Publié: (2025)
par: Borasi, Luigi, et autres
Publié: (2025)
Random rotational invariance of integration by parts formulas within a Bismut-type approach
par: Dehò, Susanna, et autres
Publié: (2025)
par: Dehò, Susanna, et autres
Publié: (2025)
On the negativity of the top Lyapunov exponent for stochastic differential equations driven by fractional Brownian motion
par: Neamţu, Alexandra Blessing, et autres
Publié: (2025)
par: Neamţu, Alexandra Blessing, et autres
Publié: (2025)
Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
par: Tan, Li, et autres
Publié: (2025)
par: Tan, Li, et autres
Publié: (2025)
Documents similaires
-
Invariance properties of Brownian motion via Lie's symmetries
par: Dehò, Susanna, et autres
Publié: (2026) -
Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
par: Richard, Alexandre, et autres
Publié: (2016) -
Path-dependent McKean PDEs with reaction: a discussion on probabilistic interpretations and particle approximations
par: Morale, Daniela, et autres
Publié: (2026) -
Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
par: Arceci, Francesca, et autres
Publié: (2025) -
A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena
par: Arceci, Francesca, et autres
Publié: (2024)