Affiliation:
1. Faculty of Mathematics Kyushu University Nishi‐ku Fukuoka Japan
2. School of Mathematics and Statistics Northwestern Polytechnical University Xi'an China
Abstract
AbstractSmall noise problems are quite important for all types of stochastic differential equations. In this paper, we focus on rough differential equations driven by scaled fractional Brownian rough path with Hurst parameter . We prove a moderate deviation principle for this equation as the scale parameter tends to zero.
Funder
Japan Society for the Promotion of Science
National Natural Science Foundation of China