论文标题

粗糙微分方程的密度的阳性

Positivity of the density for rough differential equations

论文作者

Inahama, Yuzuru, Pei, Bin

论文摘要

由于Malliavin微积分在粗糙的微分方程中的最新发展,现在众所周知,在自然假设下,固定时间在固定时间的定律具有光滑的密度函数。因此,询问密度是否严格为正的是很自然的。在本文中,我们从AIDA-KUSUOKA-STROOCK一般理论的角度研究了这个问题。

Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has a smooth density function. Therefore, it is quite natural to ask whether or when the density is strictly positive. In this paper we study this problem from the viewpoint of Aida-Kusuoka-Stroock's general theory.

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