Densities for rough differential equations under Hörmander's condition

DOI10.4007/annals.2010.171.2115zbMath1205.60105arXiv0708.3730OpenAlexW2009646458WikidataQ56689337 ScholiaQ56689337MaRDI QIDQ974084

Thomas Cass, Peter K. Friz

Publication date: 27 May 2010

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3730

zbMATH Keywords

fractional Brownian motionMalliavin calculusrough paths

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)

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