论文标题

随机线积分的非依赖性

Non-degeneracy of Stochastic Line Integrals

论文作者

Geng, Xi, Wang, Sheng

论文摘要

我们得出定量标准,即沿着由分数布朗尼运动驱动的低细胞微分方程的溶液的随机线积分的密度和迭代线积分的存在。作为应用程序,我们还研究了这些粗糙的微分方程的签名唯一性问题。

We derive quantitative criteria for the existence of density for stochastic line integrals and iterated line integrals along solutions of hypoelliptic differential equations driven by fractional Brownian motion. As an application, we also study the signature uniqueness problem for these rough differential equations.

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