Positivity of the density for rough differential equations

DOI10.1007/S10959-021-01116-2MaRDI QIDQ2677009zbMATH OpenOpenAlexWikidataFDO

Authors Yuzuru Inahama, Bin Pei

Publication date 29 September 2022

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

Full work available at URL https://arxiv.org/abs/2006.09631

zbMATH Keywords

Malliavin calculusGaussian rough pathpositivity of probability density function

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)

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Cites work

• scientific article; zbMATH DE number 3574436 (Why is no real title available?)
• scientific article; zbMATH DE number 503478 (Why is no real title available?)
• scientific article; zbMATH DE number 3299219 (Why is no real title available?)
• Density bounds for solutions to differential equations driven by Gaussian rough paths
• Exponential decay of the heat kernel over the diagonal. II
• Malliavin differentiability of solutions of rough differential equations
• Multidimensional stochastic processes as rough paths. Theory and applications.
• On probability laws of solutions to differential systems driven by a fractional Brownian motion
• Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
• Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory
• Smoothness of Itô maps and diffusion processes on path spaces (I)
• Smoothness of the density for solutions to Gaussian rough differential equations

Cited in

(5)

• Densities for rough differential equations under Hörmander's condition
• Positivity of Stable Densities
• Points of positive density for the solution to a hyperbolic SPDE
• Positivity of the density for rough differential equations
• SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES

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