  Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener
space, the main example being the Ito map obtained by solving stochastic
differential equations. Rough path analysis is about strong regularity of
solution to (possibly stochastic) differential equations. We combine arguments
of both theories and discuss existence of a density for solutions to stochastic
differential equations driven by a general class of non-degenerate Gaussian
processes, including processes with sample path regularity worse than Brownian
motion.
