Seminar series
Date
Mon, 28 Apr 2008
14:15
14:15
Location
Oxford-Man Institute
Speaker
Dr Thomas Cass
Organisation
Oxford
We present the ideas of Malliavin calculus in the context of rough differential equations (RDEs) driven by Gaussian signals. We then prove an analogue of Hörmander's theorem for this set-up, finishing with the conclusion that, for positive times, a solution to an RDE driven by Gaussian noise will have a density with respect to Lebesgue measure under Hörmander's conditions on the vector fields.