Abstract
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 prove a signature uniqueness theorem for these rough differential equations.
Acknowledgments
XG acknowledges the support of ARC Grant DE210101352. Both authors thank the referees and AE for their helpful comments that have led to substantial improvement of the paper.
Citation
Xi Geng. Sheng Wang. "Non-degeneracy of stochastic line integrals." Electron. J. Probab. 28 1 - 28, 2023. https://doi.org/10.1214/23-EJP1017
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