Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Marie, Nicolas, de Fitte, Paul Raynaud |
|---|---|
| Format: | Preprint |
| Publié: |
2020
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Sweeping Processes Perturbed by Rough Signals
par: Castaing, Charles, et autres
Publié: (2017)
par: Castaing, Charles, et autres
Publié: (2017)
Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
par: Matsuda, Toyomu, et autres
Publié: (2023)
par: Matsuda, Toyomu, et autres
Publié: (2023)
Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
par: Li, Hanwu, et autres
Publié: (2023)
par: Li, Hanwu, et autres
Publié: (2023)
Martingale Solutions of Fractional Stochastic Reaction-Diffusion Equations Driven by Superlinear Noise
par: Wang, Bixiang
Publié: (2025)
par: Wang, Bixiang
Publié: (2025)
Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
par: Galeati, Lucio, et autres
Publié: (2024)
par: Galeati, Lucio, et autres
Publié: (2024)
Existence of Periodic and Stationary Solutions to Distribution-Dependent SDEs
par: Sun, Wei, et autres
Publié: (2025)
par: Sun, Wei, et autres
Publié: (2025)
Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
par: Qian, Zhongmin, et autres
Publié: (2018)
par: Qian, Zhongmin, et autres
Publié: (2018)
Geometric Rough Paths above Mixed Fractional Brownian Motion
par: Lechiheb, Atef
Publié: (2025)
par: Lechiheb, Atef
Publié: (2025)
Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition
par: Mishura, Yuliya, et autres
Publié: (2024)
par: Mishura, Yuliya, et autres
Publié: (2024)
Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
par: Belfadli, Rachid, et autres
Publié: (2026)
par: Belfadli, Rachid, et autres
Publié: (2026)
Malliavin Calculus and Stochastic Differential Equations
par: Fang, Shizan, et autres
Publié: (2025)
par: Fang, Shizan, et autres
Publié: (2025)
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
par: Guo, Yujia, et autres
Publié: (2024)
par: Guo, Yujia, et autres
Publié: (2024)
Multi-dimensional Backward Stochastic Differential Equations of Diagonally Quadratic Generators with a Special Structure
par: Yang, Guang
Publié: (2023)
par: Yang, Guang
Publié: (2023)
Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
par: Qian, Ruisen
Publié: (2026)
par: Qian, Ruisen
Publié: (2026)
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
par: Huang, Qiao, et autres
Publié: (2019)
par: Huang, Qiao, et autres
Publié: (2019)
Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
par: Abundo, Mario
Publié: (2025)
par: Abundo, Mario
Publié: (2025)
Stochastic equations with singular drift driven by fractional Brownian motion
par: Butkovsky, Oleg, et autres
Publié: (2023)
par: Butkovsky, Oleg, et autres
Publié: (2023)
Moderate Deviation Principles for Stochastic Differential Equations in Fast-Varying Markovian Environment
par: Qian, Hongjiang
Publié: (2025)
par: Qian, Hongjiang
Publié: (2025)
An Itô-Wentzell formula for the fractional Brownian motion
par: Maia, Luís
Publié: (2024)
par: Maia, Luís
Publié: (2024)
On Approximate Representation of Fractional Brownian Motion
par: Rybakov, Konstantin A.
Publié: (2025)
par: Rybakov, Konstantin A.
Publié: (2025)
Extreme value theory for geometric Brownian motion and pricing of short maturity barrier options
par: Ng, Ze-An
Publié: (2025)
par: Ng, Ze-An
Publié: (2025)
Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
par: Hima, Abdoulaye Soumana, et autres
Publié: (2020)
par: Hima, Abdoulaye Soumana, et autres
Publié: (2020)
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)
Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
par: Ouknine, Anas, et autres
Publié: (2025)
par: Ouknine, Anas, et autres
Publié: (2025)
Large deviation principle for slow-fast system with mixed fractional Brownian motion
par: Inahama, Yuzuru, et autres
Publié: (2023)
par: Inahama, Yuzuru, et autres
Publié: (2023)
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)
Spectral Representation and Simulation of Fractional Brownian Motion
par: Rybakov, Konstantin A.
Publié: (2024)
par: Rybakov, Konstantin A.
Publié: (2024)
Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
par: Rickelhoff, Sebastian, et autres
Publié: (2024)
par: Rickelhoff, Sebastian, et autres
Publié: (2024)
Admitted symmetries of Backward Stochastic Differential Equations
par: Ouknine, Anas, et autres
Publié: (2025)
par: Ouknine, Anas, et autres
Publié: (2025)
Well-posedness of Fractional Stochastic p-Laplace Equations Driven by Superlinear Transport Noise
par: Wang, Bixiang
Publié: (2025)
par: Wang, Bixiang
Publié: (2025)
Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift
par: Bermolen, Paola, et autres
Publié: (2025)
par: Bermolen, Paola, et autres
Publié: (2025)
Onsager-Machlup Functional for SDE with Time-Varying Fractional Noise
par: Zhu, Yanbin, et autres
Publié: (2025)
par: Zhu, Yanbin, et autres
Publié: (2025)
Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
par: Pellat, Rhoss Likibi, et autres
Publié: (2023)
par: Pellat, Rhoss Likibi, et autres
Publié: (2023)
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
par: Pavlyukevich, Ilya, et autres
Publié: (2023)
par: Pavlyukevich, Ilya, et autres
Publié: (2023)
Differentiating through Stochastic Differential Equations: A Primer
par: Leburu, Rishi, et autres
Publié: (2026)
par: Leburu, Rishi, et autres
Publié: (2026)
Moderate deviations for two-time scale systems with mixed fractional Brownian motion
par: Yang, Xiaoyu, et autres
Publié: (2023)
par: Yang, Xiaoyu, et autres
Publié: (2023)
Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes
par: Ye, Yuyang, et autres
Publié: (2024)
par: Ye, Yuyang, et autres
Publié: (2024)
Multidimensional Backward Stochastic Differential Equations with Rough Drifts
par: Liang, Jiahao, et autres
Publié: (2023)
par: Liang, Jiahao, et autres
Publié: (2023)
Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
par: Dareiotis, Konstantinos, et autres
Publié: (2025)
par: Dareiotis, Konstantinos, et autres
Publié: (2025)
Large deviations of slow-fast systems driven by fractional Brownian motion
par: Gailus, Siragan, et autres
Publié: (2022)
par: Gailus, Siragan, et autres
Publié: (2022)
Documents similaires
-
Sweeping Processes Perturbed by Rough Signals
par: Castaing, Charles, et autres
Publié: (2017) -
Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
par: Matsuda, Toyomu, et autres
Publié: (2023) -
Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
par: Li, Hanwu, et autres
Publié: (2023) -
Martingale Solutions of Fractional Stochastic Reaction-Diffusion Equations Driven by Superlinear Noise
par: Wang, Bixiang
Publié: (2025) -
Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
par: Galeati, Lucio, et autres
Publié: (2024)