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• W2962865644 abstract "In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a fixed time are smooth in the sense of Malliavin calculus. Examples of Gaussian processes include fractional Brownian motion with Hurst parameter larger than 1/4." @default.
• W2962865644 created "2019-07-30" @default.
• W2962865644 creator A5062840968 @default.
• W2962865644 date "2014-09-01" @default.
• W2962865644 modified "2023-10-16" @default.
• W2962865644 title "Malliavin differentiability of solutions of rough differential equations" @default.
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• W2962865644 doi "https://doi.org/10.1016/j.jfa.2014.06.011" @default.
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