Smoothing effect of rough differential equations driven by fractional Brownian motions

2013/04/17 by Baudoin, Fabrice, Ouyang, Cheng, Zhang, Xuejing
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1304.4838

Abstract

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H>1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock and can be seen as a quantitative version of the existence of smooth densities under Hörmander's type conditions.

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