Positivity of the density for rough differential equations

DOI10.1007/s10959-021-01116-2OpenAlexW3198206366WikidataQ115382006 ScholiaQ115382006MaRDI QIDQ2677009

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

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