On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions

In this paper, we consider stochastic differential equations (SDEs) driven by fractional Brownian motions under non-Lipschitz conditions. We give the pth moment estimates for solutions of considered SDEs by divergence-type Itô formula. Furthermore, we study the continuity for solutions of the considered SDEs.