| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155554 | Stochastic Processes and their Applications | 2015 | 19 Pages |
Abstract
In this work we study rough differential equations driven by a fractional Brownian motion with Hurst parameter H>14 and establish Varadhan’s small time estimates for the density of solutions of such equations under Hörmander’s type conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang,