63 citations · 162 across the 10 of their papers we have counts for
1 paper · 1 filter
Fabio Bugini, Michele Coghi, Torstein Nilssen
In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and Lê (2021), are Malliavin differentiable. We use this to prove existen…