Moderate deviations for rough differential equations

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Rough paths (60L20)

Cites Work

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The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
Rough differential equations with unbounded drift term
Moderate deviations for a stochastic heat equation with spatially correlated noise
A moderate deviation principle for stochastic Volterra equation
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A variation embedding theorem and applications
Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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Averaging principle of SDE with small diffusion: Moderate deviations
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Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
Multidimensional Stochastic Processes as Rough Paths
Moderate deviations for systems of slow-fast diffusions
Pathwise moderate deviations for option pricing
Analysis and Approximation of Rare Events
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
A moderate deviation principle for stochastic Hamiltonian systems
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
Moderate deviation principle for multiscale systems driven by fractional Brownian motion