English

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 X\mathbf{X} which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for X\mathbf{X} in α\alpha-H\"older rough path topology for all α(0,1/2)\alpha \in (0,1/2), 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 X\mathbf{X}, the proof of which is based on analysis of (non-symmetric) Dirichlet forms on manifolds.

Keywords

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

R2 v1 2026-06-22T17:47:22.194Z