Precise Laplace approximation for mixed rough differential equation

DOI10.1016/j.jde.2024.09.010MaRDI QIDQ6644197

Bin Pei, Yong Xu, Xiaoyu Yang

Publication date: 27 November 2024

Published in: Journal of Differential Equations (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionlarge deviation principleLaplace approximationmixed rough path

Mathematics Subject Classification ID

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

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