Non-degeneracy of Stochastic Line Integrals
Probability
2022-02-08 v1
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.
Cite
@article{arxiv.2202.02858,
title = {Non-degeneracy of Stochastic Line Integrals},
author = {Xi Geng and Sheng Wang},
journal= {arXiv preprint arXiv:2202.02858},
year = {2022}
}
Comments
37 pages