Non-degeneracy of Wiener functionals arising from rough differential equations

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dc.creatorCass, Thomas
dc.creatorFriz, Peter
dc.creatorVictoir, Nicolas
dc.date2007-07-02
dc.date2007-11-12
dc.date.accessioned2026-07-07T08:41:45Z
dc.date.available2026-07-07T08:41:45Z
dc.descriptionMalliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to (possibly stochastic) differential equations. We combine arguments of both theories and discuss existence of a density for solutions to stochastic differential equations driven by a general class of non-degenerate Gaussian processes, including processes with sample path regularity worse than Brownian motion.
dc.identifierhttps://arxiv.org/abs/0707.0154
dc.identifierhttp://arxiv.org/abs/0707.0154
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/141776
dc.subjectProbability
dc.subject60H07; 60G17
dc.titleNon-degeneracy of Wiener functionals arising from rough differential equations
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