Smoothing effect of rough differential equations driven by fractional Brownian motions
classification
🧮 math.PR
keywords
brownianfractionaldifferentialdriveneffectequationsmotionrough
read the original 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 H\"ormander's type conditions.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.