Existence of Density for Solutions of Mixed Stochastic Equations
From MaRDI portal
Publication:5038287
DOI10.1007/978-3-319-07245-6_15zbMath1498.60237arXiv1406.1896OpenAlexW2301794793MaRDI QIDQ5038287
Taras Shalaiko, Georgiy M. Shevchenko
Publication date: 30 September 2022
Published in: Trends in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.1896
Hörmander conditionMalliavin differentiabilitymixed stochastic differential equationsexistence of denisty
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Smoothness of the density for solutions to Gaussian rough differential equations
- Densities for rough differential equations under Hörmander's condition
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Malliavin differentiability of solutions of rough differential equations
- Malliavin regularity of solutions to mixed stochastic differential equations
- On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
- A version of Hörmander's theorem for the fractional Brownian motion
- The Malliavin Calculus and Related Topics
- Multidimensional Stochastic Processes as Rough Paths
- Non-degeneracy of Wiener functionals arising from rough differential equations