Smoothness of the density for solutions to Gaussian rough differential equations (2015)

First Author: Cass T
Attributed to:  Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/13-aop896

Publication URI: http://dx.doi.org/10.1214/13-aop896

Type: Journal Article/Review

Parent Publication: The Annals of Probability

Issue: 1