A support and density theorem for Markovian rough paths

DOI10.1214/18-EJP184MaRDI QIDQ1663878zbMATH OpenOpenAlexFDO

Authors Ilya Chevyrev, Marcel Ogrodnik

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, https://projecteuclid.org/euclid.ejp/1528704074

zbMATH Keywords

Markovian rough pathsHörmander's theoremsupport in Hölder topology

Mathematics Subject Classification ID

Sample path properties (60G17) Rough paths (60L20)

Abstract: We establish two results concerning a class of geometric rough paths $mathbfX$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $mathbfX$ in $alpha$-H"older rough path topology for all $alphain(0,1/2)$, which answers in the positive a conjecture of Friz-Victoir (2010). The second is a H"ormander-type theorem for the existence of a density of a rough differential equation driven by $mathbfX$, the proof of which is based on analysis of (non-symmetric) Dirichlet forms on manifolds.

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Cited in

(3)

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