A Version of Hörmander’s Theorem for Markovian Rough Paths
Author:
Funder
Division of Mathematical Sciences
Publisher
Springer Science and Business Media LLC
Subject
Analysis
Link
https://link.springer.com/content/pdf/10.1007/s11118-022-10046-5.pdf
Reference19 articles.
1. Baudoin, F., Nualart, E., Ouyang, C., Tindel, S.: On probability laws of solutions to differential systems driven by a fractional Brownian motion. Ann. Probab. 44(4), 2554–2590 (2016). MR3531675
2. Baudoin, F, Hairer, M: A version of Hörmander’s theorem for the fractional Brownian motion. Probab. Theory Relat. Fields 139(3–4), 373–395 (2007). MR2322701
3. Cass, T, Friz, P: Densities for rough differential equations under Hörmander’s condition. Ann. Math. (2) 171(3), 2115–2141 (2010). MR2680405
4. Cass, T, Hairer, M, Litterer, C, Tindel, S: Smoothness of the density for solutions to Gaussian rough differential equations. Ann. Probab. 43 (1), 188–239 (2015). MR3298472
5. Cass, T, Litterer, C, Lyons, T: Integrability and tail estimates for Gaussian rough differential equations. Ann. Probab. 41(4), 3026–3050 (2013). MR3112937
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