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Cited article:

A Theory of Generalized Coordinates for Stochastic Differential Equations

Lancelot Da Costa, Nathaël Da Costa, Conor Heins, Johan Medrano, Grigorios A. Pavliotis, Thomas Parr, Ajith Anil Meera and Karl Friston
Studies in Applied Mathematics 154 (5) (2025)
https://doi.org/10.1111/sapm.70062

A support and density theorem for Markovian rough paths

Ilya Chevyrev and Marcel Ogrodnik
Electronic Journal of Probability 23 (none) (2018)
https://doi.org/10.1214/18-EJP184