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.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty