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    Article

    Moderate Deviations for Two-Time Scale Systems with Mixed Fractional Brownian Motion

    This work focuses on moderate deviations for two-time scale systems with mixed fractional Brownian motion. Our proof uses the weak convergence method which is based on the variational representation formula fo...

    **aoyu Yang, Yuzuru Inahama, Yong Xu in Applied Mathematics & Optimization (2024)

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    Article

    Positivity of the Density for Rough Differential Equations

    Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has a smooth density function. T...

    Yuzuru Inahama, Bin Pei in Journal of Theoretical Probability (2022)

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    Article

    A Stochastic Taylor-Like Expansion in the Rough Path Theory

    In this paper, we establish a Taylor-like expansion in the context of rough path theory for a family of Itô maps indexed by a small parameter. We treat not only the case that the roughness p satisfies [p]=2, but ...

    Yuzuru Inahama in Journal of Theoretical Probability (2010)