Non-degeneracy of stochastic line integrals

IF 1.3 3区 数学 Q2 STATISTICS & PROBABILITY
Xi Geng, Sheng Wang
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引用次数: 0

Abstract

We derive quantitative criteria for the existence of density for stochastic line integrals and iterated line integrals along solutions of hypoelliptic differential equations driven by fractional Brownian motion. As an application, we also study the signature uniqueness problem for these rough differential equations.
随机线积分的非退化性
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来源期刊
Electronic Journal of Probability
Electronic Journal of Probability 数学-统计学与概率论
CiteScore
1.80
自引率
7.10%
发文量
119
审稿时长
4-8 weeks
期刊介绍: The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.
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