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Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
16 references·12 citing·25 second hop
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this work references cited by second hop

References

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  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1998Differential equations driven by rough signals1,077 cited
  • 1997Stochastic Analysis1,035 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2004Controlling rough paths578 cited
  • 1978Stochastic calculus of variations and hypoelliptic operators524 cited
  • 2002System Control and Rough Paths519 cited
  • 2007Differential Equations Driven by Rough Paths381 cited
  • 1985Applications of the Malliavin calculus. II365 cited
  • 2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
  • 1981Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions270 cited
  • 1984Applications of the Malliavin Calculus, Part I237 cited
  • 2007Differential Equations Driven by Rough Paths237 cited
  • 1986Simplified malliavin calculus150 cited
  • 2010Densities for rough differential equations under Hörmander’s condition131 cited

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Cited by

  • 2013Integrability and tail estimates for Gaussian rough differential equations85 cited
  • 2014Rough paths, Signatures and the modelling of functions on streams73 cited
  • 2016From Rough Path Estimates to Multilevel Monte Carlo43 cited
  • 2021C∞− regularization of ODEs perturbed by noise43 cited
  • 2016On probability laws of solutions to differential systems driven by a fractional Brownian motion41 cited
  • 2017Random dynamical systems, rough paths and rough flows40 cited
  • 2013Integrability of (Non-)Linear Rough Differential Equations and Integrals37 cited
  • 2013Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions35 cited
  • 2019Hörmander’s theorem for semilinear SPDEs34 cited
  • 2016Pathwise integration with respect to paths of finite quadratic variation31 cited
  • 2014Malliavin differentiability of solutions of rough differential equations30 cited
  • 2016Stochastic calculus with respect to G-Brownian motion viewed through rough paths25 cited