Smoothing effect of rough differential equations driven by fractional Brownian motions

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.

References in corpus (1)

• A version of Hörmander's theorem for the fractional Brownian motion