Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion

DOI10.1214/22-ECP454zbMath1492.60302OpenAlexW4214830009WikidataQ115240765 ScholiaQ115240765MaRDI QIDQ2113270

Yanyan Li

Publication date: 11 March 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/22-ecp454

zbMATH Keywords

fractional Brownian motioncapacityMalliavin calculusstochastic differential equationsrough differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)

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Cites Work

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