Non-degeneracy of stochastic line integrals (Q6177524)
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scientific article; zbMATH DE number 7790289
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English | Non-degeneracy of stochastic line integrals |
scientific article; zbMATH DE number 7790289 |
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Non-degeneracy of stochastic line integrals (English)
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17 January 2024
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Based on authors' abstract: The authors derive quantitative criteria for the existence of density for stochastic line integrals and iterated line integrals along solutions of hypoelliptic differential equations driven by fractional Brownian motion. As an application, they also prove a signature uniqueness theorem for these rough differential equations.
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line integrals
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Malliavin calculus
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rough paths
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signature uniqueness
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