A support and density theorem for Markovian rough paths
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Publication:1663878
DOI10.1214/18-EJP184zbMath1430.60092arXiv1701.03002OpenAlexW2578243862MaRDI QIDQ1663878
Marcel Ogrodnik, Ilya Chevyrev
Publication date: 24 August 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.03002
Related Items
Random walks and Lévy processes as rough paths, A version of Hörmander's theorem for Markovian rough paths
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