Smoothing effect of rough differential equations driven by fractional Brownian motions

Fabrice Baudoin; Cheng Ouyang; Xuejing Zhang

doi:10.1214/14-AIHP642

Smoothing effect of rough differential equations driven by fractional Brownian motions

Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

4 Citationer (Scopus)

Abstract

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H > 1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock.

Originalsprog	Engelsk
Tidsskrift	Annales de l'institut Henri Poincare (B) Probability and Statistics
Vol/bind	52
Nummer	1
Sider (fra-til)	412-428
Antal sider	17
ISSN	0246-0203
DOI	https://doi.org/10.1214/14-AIHP642
Status	Udgivet - feb. 2016
Udgivet eksternt	Ja

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title = "Smoothing effect of rough differential equations driven by fractional Brownian motions",

abstract = "In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H > 1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock.",

keywords = "Fractional Brownian motion, Rough paths, Smoothing effect",

author = "Fabrice Baudoin and Cheng Ouyang and Xuejing Zhang",

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year = "2016",

month = feb,

doi = "10.1214/14-AIHP642",

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Smoothing effect of rough differential equations driven by fractional Brownian motions. / Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing.
I: Annales de l'institut Henri Poincare (B) Probability and Statistics, Bind 52, Nr. 1, 02.2016, s. 412-428.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

TY - JOUR

T1 - Smoothing effect of rough differential equations driven by fractional Brownian motions

AU - Baudoin, Fabrice

AU - Ouyang, Cheng

AU - Zhang, Xuejing

PY - 2016/2

Y1 - 2016/2

N2 - In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H > 1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock.

AB - In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H > 1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock.

KW - Fractional Brownian motion

KW - Rough paths

KW - Smoothing effect

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U2 - 10.1214/14-AIHP642

DO - 10.1214/14-AIHP642

M3 - Journal article

AN - SCOPUS:84958528926

SN - 0246-0203

VL - 52

SP - 412

EP - 428

JO - Annales de l'institut Henri Poincare (B) Probability and Statistics

JF - Annales de l'institut Henri Poincare (B) Probability and Statistics

IS - 1

ER -

Smoothing effect of rough differential equations driven by fractional Brownian motions

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