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Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case

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 نشر من قبل Cheng Ouyang
 تاريخ النشر 2020
  مجال البحث
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This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a uniform ellipticity condition, we establish a sharp local estimate on the associated control distance function and a sharp local lower estimate on the density of the solution.



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