Non-degeneracy of Wiener functionals arising from Rough differential equations

Transactions of the American Mathematical Society

Volumn 361, Issue 6, 2009, Pages 3359-3371

  Cass, Thomas ^a,b   Friz, Peter ^a   Victoir, Nicolas ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Malliavin Calculus; Rough paths analysis

Indexed keywords

EID: 62549127896     PISSN: 00029947     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0002-9947-09-04677-7     Document Type: Article

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