Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions (Q272962): Difference between revisions

The authors consider the solutions of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H\). They consider both the one-dimensional case with additive noise and the multidimensional case. In the former case they assume \(H\in (0,1)\) and in the latter case \(H\in (0, 1/2)\). The investigation relies on stochastic analysis and on pathwise methods in stochastic differential equations.