Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
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Publication:2129695
Abstract: This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths sense. Whenever the coefficients of the equation satisfy a uniform hypoellipticity condition, we establish a sharp local estimate on the associated control distance function and a sharp local lower estimate on the density of the solution. Our methodology relies heavily on the rough paths structure of the equation.
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Cited in
(6)- Varadhan estimates for rough differential equations driven by fractional Brownian motions
- On the (non)stationary density of fractional-driven stochastic differential equations
- Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Positivity of the density for rough differential equations
- Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
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