A support and density theorem for Markovian rough paths
Probability
2018-06-18 v2
Abstract
We establish two results concerning a class of geometric rough paths which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for in -H\"older rough path topology for all , which answers in the positive a conjecture of Friz-Victoir (2010). The second is a H\"ormander-type theorem for the existence of a density of a rough differential equation driven by , the proof of which is based on analysis of (non-symmetric) Dirichlet forms on manifolds.
Cite
@article{arxiv.1701.03002,
title = {A support and density theorem for Markovian rough paths},
author = {Ilya Chevyrev and Marcel Ogrodnik},
journal= {arXiv preprint arXiv:1701.03002},
year = {2018}
}
Comments
17 pages. Added several clarifications. To appear in Electron. J. Probab