A support and density theorem for Markovian rough paths
We establish two results concerning a class of geometric rough paths X which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for X in α-Hölder rough path topology for all α∈(0,1/2), which proves a conjecture of Friz–Victoir [13]. The seco...
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| Formato: | Journal article |
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Institute of Mathematical Statistics
2018
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