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A support and density theorem for Markovian rough paths

Chevyrev, Ilya
•
Ogrodnik, Marcel
2018
  • journal article

Periodico
ELECTRONIC JOURNAL OF PROBABILITY
Abstract
We establish two results concerning a class of geometric rough paths X which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for X in α-Hölder rough path topology for all α ∈ (0, 1/2), which proves a conjecture of Friz–Victoir [13]. The second is a Hörmander-type theorem for the existence of a density of a rough differential equation driven by X, the proof of which is based on analysis of (non-symmetric) Dirichlet forms on manifolds.
DOI
10.1214/18-ejp184
WOS
WOS:000436243100001
Archivio
https://hdl.handle.net/20.500.11767/148855
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85048544656
https://arxiv.org/abs/1701.03002
https://ricerca.unityfvg.it/handle/20.500.11767/148855
Diritti
open access
license:creative commons
license uri:http://creativecommons.org/licenses/by/4.0/
Soggetti
  • Hörmander’s theorem

  • Markovian rough paths...

  • Support in Hölder to...

  • Settore MAT/06 - Prob...

  • Settore MATH-03/B - P...

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