Smooth density for some nilpotent rough differential equations
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Abstract: In this note, we provide a non trivial example of differential equation driven by a fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, whose solution admits a smooth density with respect to Lebesgue's measure. The result is obtained through the use of an explicit representation of the solution when the vector fields of the equation are nilpotent, plus a Norris type lemma in the rough paths context.
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Cited in
(8)- Densities for rough differential equations under Hörmander's condition
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- Malliavin differentiability of solutions of rough differential equations
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- Smoothness of the density for solutions to Gaussian rough differential equations
- ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION
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