分野別セミナー

We discuss the Wong-Zakai approximation of probability density functions
of solutions (at a fixed time) of rough differential equations driven by
fractional Brownian rough path with Hurst parameter H (1/2 >= H > 1/4).
Besides rough path theory, we also use Hu-Watanabe's approximation
theorem in the framework of Watanabe's distributional Malliavin
calculus. When H=1/2, the random rough differential equations coincide
with the corresponding Stratonovich-type stochastic differential
equations. Even for that case, our main result seems new.　(arXiv:
2304.01449.)