Non-degeneracy of Wiener functionals arising from rough differential equations

DOI10.1090/S0002-9947-09-04677-7zbMath1175.60034arXiv0707.0154OpenAlexW2020887552MaRDI QIDQ3629400

Thomas Cass, Peter K. Friz, Nicolas Victoir

Publication date: 27 May 2009

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.0154

zbMATH Keywords

stochastic differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Special processes (60K99) Stochastic calculus of variations and the Malliavin calculus (60H07)

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