Matches in SemOpenAlex for { <https://semopenalex.org/work/W4320232100> ?p ?o ?g. }
Showing items 1 to 57 of
57
with 100 items per page.
- W4320232100 abstract "This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mixed fractional Brownian motion (fBm), the Schilder-type large deviation principle (LDP) for the law of the first level path of the solution to the RDE is given. Due to the particularity of mixed rough path, the main difficulty in carrying out the Laplace approximation is to prove the Hilbert-Schmidt property for the Hessian matrix of the It^o map restricted on the Cameron-Martin space of the mixed fBm. To this end, we imbed the Cameron-Martin space into a larger Hilbert space, then the Hessian is computable. Subsequently, the probability representation for the Hessian is shown. Finally, the Laplace approximation is constructed, which asserts the more precise asymptotics in the exponential scale." @default.
- W4320232100 created "2023-02-13" @default.
- W4320232100 creator A5026662451 @default.
- W4320232100 creator A5042116270 @default.
- W4320232100 creator A5072942701 @default.
- W4320232100 date "2022-06-13" @default.
- W4320232100 modified "2023-09-23" @default.
- W4320232100 title "Precise Laplace approximation for mixed rough differential equation" @default.
- W4320232100 doi "https://doi.org/10.48550/arxiv.2206.05933" @default.
- W4320232100 hasPublicationYear "2022" @default.
- W4320232100 type Work @default.
- W4320232100 citedByCount "0" @default.
- W4320232100 crossrefType "posted-content" @default.
- W4320232100 hasAuthorship W4320232100A5026662451 @default.
- W4320232100 hasAuthorship W4320232100A5042116270 @default.
- W4320232100 hasAuthorship W4320232100A5072942701 @default.
- W4320232100 hasBestOaLocation W43202321001 @default.
- W4320232100 hasConcept C105795698 @default.
- W4320232100 hasConcept C108819105 @default.
- W4320232100 hasConcept C112401455 @default.
- W4320232100 hasConcept C134306372 @default.
- W4320232100 hasConcept C151376022 @default.
- W4320232100 hasConcept C195906000 @default.
- W4320232100 hasConcept C203616005 @default.
- W4320232100 hasConcept C28826006 @default.
- W4320232100 hasConcept C33923547 @default.
- W4320232100 hasConcept C70615421 @default.
- W4320232100 hasConcept C78045399 @default.
- W4320232100 hasConcept C97937538 @default.
- W4320232100 hasConceptScore W4320232100C105795698 @default.
- W4320232100 hasConceptScore W4320232100C108819105 @default.
- W4320232100 hasConceptScore W4320232100C112401455 @default.
- W4320232100 hasConceptScore W4320232100C134306372 @default.
- W4320232100 hasConceptScore W4320232100C151376022 @default.
- W4320232100 hasConceptScore W4320232100C195906000 @default.
- W4320232100 hasConceptScore W4320232100C203616005 @default.
- W4320232100 hasConceptScore W4320232100C28826006 @default.
- W4320232100 hasConceptScore W4320232100C33923547 @default.
- W4320232100 hasConceptScore W4320232100C70615421 @default.
- W4320232100 hasConceptScore W4320232100C78045399 @default.
- W4320232100 hasConceptScore W4320232100C97937538 @default.
- W4320232100 hasLocation W43202321001 @default.
- W4320232100 hasOpenAccess W4320232100 @default.
- W4320232100 hasPrimaryLocation W43202321001 @default.
- W4320232100 hasRelatedWork W1973836968 @default.
- W4320232100 hasRelatedWork W1985467009 @default.
- W4320232100 hasRelatedWork W2009767024 @default.
- W4320232100 hasRelatedWork W2015911319 @default.
- W4320232100 hasRelatedWork W2020411309 @default.
- W4320232100 hasRelatedWork W2087174997 @default.
- W4320232100 hasRelatedWork W2604866377 @default.
- W4320232100 hasRelatedWork W3124176008 @default.
- W4320232100 hasRelatedWork W4254711263 @default.
- W4320232100 hasRelatedWork W4297736981 @default.
- W4320232100 isParatext "false" @default.
- W4320232100 isRetracted "false" @default.
- W4320232100 workType "article" @default.