Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case

DOI10.1214/21-AOP1542zbMath1505.60063arXiv2008.01229OpenAlexW3046674481WikidataQ115240785 ScholiaQ115240785MaRDI QIDQ2129695

Cheng Ouyang, Samy Tindel, X. Geng

Publication date: 22 April 2022

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.01229

zbMATH Keywords

fractional Brownian motionMalliavin calculusrough paths

Mathematics Subject Classification ID

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) Rough paths (60L20)

Related Items (3)

Positivity of the density for rough differential equations ⋮ Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case ⋮ On the (non)stationary density of fractional-driven stochastic differential equations

Cites Work

• On probability laws of solutions to differential systems driven by a fractional Brownian motion
• Smoothness of the density for solutions to Gaussian rough differential equations
• Large deviations and the Malliavin calculus
• Trees and asymptotic expansions for fractional stochastic differential equations
• A variation embedding theorem and applications
• Densities for rough differential equations under Hörmander's condition
• Differential equations driven by rough signals
• Stochastic analysis of the fractional Brownian motion
• Integration questions related to fractional Brownian motion
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Density bounds for solutions to differential equations driven by Gaussian rough paths
• Varadhan estimates for rough differential equations driven by fractional Brownian motions
• A version of Hörmander's theorem for the fractional Brownian motion
• The Malliavin Calculus and Related Topics
• Multidimensional Stochastic Processes as Rough Paths
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
• Density of the signature process of fBm
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case