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math.PR2013★ 1 cited
Varadhan Estimates for rough differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang
In this work we study rough differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4 and establish Varadhan's small time estimates for the density o…
math.PR2013★ 4 cited
Smoothing effect of rough differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang
In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter . The regularization estimates we obtain gen…