Smooth density for some nilpotent rough differential equations

DOI10.1007/S10959-011-0388-XzbMath1277.60101arXiv1104.1972OpenAlexW2120437929MaRDI QIDQ376255

Yaozhong Hu, Samy Tindel

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1972

zbMATH Keywords

fractional Brownian motionMalliavin calculushypoellipticityrough pathsnilpotent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (7)

On probability laws of solutions to differential systems driven by a fractional Brownian motion ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ Random attractors for rough stochastic partial differential equations ⋮ Smoothness of the density for solutions to Gaussian rough differential equations ⋮ Smoothness of densities for path-dependent SDEs under Hörmander's condition ⋮ Malliavin differentiability of solutions of rough differential equations ⋮ ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION

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