Li, Xue-Mei; Panloup, Fabien; Sieber, Julian On the (non)stationary density of fractional-driven stochastic differential equations. (English) Zbl 07795616 Ann. Probab. 51, No. 6, 2056-2085 (2023). MSC: 60G22 60H10 37A25 PDFBibTeX XMLCite \textit{X.-M. Li} et al., Ann. Probab. 51, No. 6, 2056--2085 (2023; Zbl 07795616) Full Text: DOI arXiv
Miclo, Laurent; Patie, Pierre; Sarkar, Rohan Discrete self-similar and ergodic Markov chains. (English) Zbl 1521.60042 Ann. Probab. 50, No. 6, 2085-2132 (2022). MSC: 60J27 41A60 47G20 33C45 47D07 37A30 60J60 PDFBibTeX XMLCite \textit{L. Miclo} et al., Ann. Probab. 50, No. 6, 2085--2132 (2022; Zbl 1521.60042) Full Text: DOI arXiv
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 1505.60063 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G22 60H07 60L20 PDFBibTeX XMLCite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 1505.60063) Full Text: DOI arXiv Link
Kajino, Naotaka; Murugan, Mathav On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates. (English) Zbl 1453.31016 Ann. Probab. 48, No. 6, 2920-2951 (2020). MSC: 31E05 35K08 60G30 28A80 31C25 60J60 PDFBibTeX XMLCite \textit{N. Kajino} and \textit{M. Murugan}, Ann. Probab. 48, No. 6, 2920--2951 (2020; Zbl 1453.31016) Full Text: DOI arXiv Euclid
Hairer, Martin; Li, Xue-Mei Averaging dynamics driven by fractional Brownian motion. (English) Zbl 1453.60087 Ann. Probab. 48, No. 4, 1826-1860 (2020). MSC: 60G22 60H10 60H05 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{X.-M. Li}, Ann. Probab. 48, No. 4, 1826--1860 (2020; Zbl 1453.60087) Full Text: DOI arXiv Euclid
Grothaus, Martin; Wang, Feng-Yu Weak Poincaré inequalities for convergence rate of degenerate diffusion processes. (English) Zbl 1472.60096 Ann. Probab. 47, No. 5, 2930-2952 (2019). Reviewer: Mark McKibben (West Chester) MSC: 60H10 60K50 37A25 47D07 PDFBibTeX XMLCite \textit{M. Grothaus} and \textit{F.-Y. Wang}, Ann. Probab. 47, No. 5, 2930--2952 (2019; Zbl 1472.60096) Full Text: DOI arXiv Euclid
Banerjee, Sayan; Gordina, Maria; Mariano, Phanuel Coupling in the Heisenberg group and its applications to gradient estimates. (English) Zbl 1441.60013 Ann. Probab. 46, No. 6, 3275-3312 (2018). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60H30 PDFBibTeX XMLCite \textit{S. Banerjee} et al., Ann. Probab. 46, No. 6, 3275--3312 (2018; Zbl 1441.60013) Full Text: DOI arXiv Euclid
Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina Mixed Gaussian processes: a filtering approach. (English) Zbl 1351.60038 Ann. Probab. 44, No. 4, 3032-3075 (2016). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G15 60G22 60J65 60G35 60G30 PDFBibTeX XMLCite \textit{C. Cai} et al., Ann. Probab. 44, No. 4, 3032--3075 (2016; Zbl 1351.60038) Full Text: DOI arXiv Euclid
Baudoin, F.; Nualart, E.; Ouyang, C.; Tindel, S. On probability laws of solutions to differential systems driven by a fractional Brownian motion. (English) Zbl 1352.60081 Ann. Probab. 44, No. 4, 2554-2590 (2016). Reviewer: Toader Morozan (Bucureşti) MSC: 60H10 60G22 60H07 60G15 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Ann. Probab. 44, No. 4, 2554--2590 (2016; Zbl 1352.60081) Full Text: DOI arXiv Euclid
Friz, Peter K.; Gess, Benjamin; Gulisashvili, Archil; Riedel, Sebastian The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory. (English) Zbl 1347.60097 Ann. Probab. 44, No. 1, 684-738 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H99 60G15 60H15 60G17 42A32 42A45 42A61 PDFBibTeX XMLCite \textit{P. K. Friz} et al., Ann. Probab. 44, No. 1, 684--738 (2016; Zbl 1347.60097) Full Text: DOI arXiv Euclid
Besalú, M.; Kohatsu-Higa, A.; Tindel, S. Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions. (English) Zbl 1341.60049 Ann. Probab. 44, No. 1, 399-443 (2016). Reviewer: Andrew Dale (Durban) MSC: 60H10 60G22 60H07 34K50 PDFBibTeX XMLCite \textit{M. Besalú} et al., Ann. Probab. 44, No. 1, 399--443 (2016; Zbl 1341.60049) Full Text: DOI arXiv Euclid
Cass, Thomas; Hairer, Martin; Litterer, Christian; Tindel, Samy Smoothness of the density for solutions to Gaussian rough differential equations. (English) Zbl 1309.60055 Ann. Probab. 43, No. 1, 188-239 (2015). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60H07 60G15 60G22 PDFBibTeX XMLCite \textit{T. Cass} et al., Ann. Probab. 43, No. 1, 188--239 (2015; Zbl 1309.60055) Full Text: DOI arXiv Euclid
Cass, Thomas; Litterer, Christian; Lyons, Terry Integrability and tail estimates for Gaussian rough differential equations. (English) Zbl 1278.60091 Ann. Probab. 41, No. 4, 3026-3050 (2013). Reviewer: Martin Riedler (Wien) MSC: 60H10 60G15 PDFBibTeX XMLCite \textit{T. Cass} et al., Ann. Probab. 41, No. 4, 3026--3050 (2013; Zbl 1278.60091) Full Text: DOI arXiv Euclid
Hairer, Martin; Pillai, Natesh S. Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths. (English) Zbl 1288.60068 Ann. Probab. 41, No. 4, 2544-2598 (2013). Reviewer: Jan Gairing (Berlin) MSC: 60H07 26A33 35B65 60G10 60G22 60H10 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{N. S. Pillai}, Ann. Probab. 41, No. 4, 2544--2598 (2013; Zbl 1288.60068) Full Text: DOI arXiv Euclid
Inahama, Yuzuru Laplace approximation for rough differential equation driven by fractional Brownian motion. (English) Zbl 1273.60043 Ann. Probab. 41, No. 1, 170-205 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60F17 60H10 PDFBibTeX XMLCite \textit{Y. Inahama}, Ann. Probab. 41, No. 1, 170--205 (2013; Zbl 1273.60043) Full Text: DOI arXiv Euclid
O’Connell, Neil Directed polymers and the quantum Toda lattice. (English) Zbl 1245.82091 Ann. Probab. 40, No. 2, 437-458 (2012). MSC: 82D60 15B52 37K10 60J65 82B20 PDFBibTeX XMLCite \textit{N. O'Connell}, Ann. Probab. 40, No. 2, 437--458 (2012; Zbl 1245.82091) Full Text: DOI arXiv Euclid
Unterberger, Jérémie Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension. (English) Zbl 1172.60007 Ann. Probab. 37, No. 2, 565-614 (2009). Reviewer: A. A. Dorogovtsev (Kyïv) MSC: 60G15 60G17 60H05 PDFBibTeX XMLCite \textit{J. Unterberger}, Ann. Probab. 37, No. 2, 565--614 (2009; Zbl 1172.60007) Full Text: DOI arXiv
Darses, Sébastien; Nourdin, Ivan Stochastic derivatives for fractional diffusions. (English) Zbl 1208.60033 Ann. Probab. 35, No. 5, 1998-2020 (2007). MSC: 60G07 60G15 60G17 60H07 PDFBibTeX XMLCite \textit{S. Darses} and \textit{I. Nourdin}, Ann. Probab. 35, No. 5, 1998--2020 (2007; Zbl 1208.60033) Full Text: DOI arXiv
Baudoin, Fabrice; Nualart, David Notes on the two-dimensional fractional Brownian motion. (English) Zbl 1093.60016 Ann. Probab. 34, No. 1, 159-180 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F15 60G18 60H05 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{D. Nualart}, Ann. Probab. 34, No. 1, 159--180 (2006; Zbl 1093.60016) Full Text: DOI arXiv
Baudoin, Fabrice Conditioning and initial enlargement of filtration on a Riemannian manifold. (English) Zbl 1061.58032 Ann. Probab. 32, No. 3A, 2286-2303 (2004). Reviewer: Barbara Gentz (Berlin) MSC: 58J65 60H10 60J60 60J65 PDFBibTeX XMLCite \textit{F. Baudoin}, Ann. Probab. 32, No. 3A, 2286--2303 (2004; Zbl 1061.58032) Full Text: DOI arXiv