4. Mathematics
  5. Probability

Yuzuru Inahama

Mathematics – Probability

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A moment estimate of the derivative process in rough path theory

Mathematics – Probability
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A stochastic Taylor-like expansion in the rough path theory

Mathematics – Probability
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Laplace approximation for rough differential equation driven by fractional Brownian motion

Mathematics – Probability
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Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes

Mathematics – Probability
Scientific paper

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Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory

Mathematics – Probability
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