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Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions (1102.4601v1)
Published 22 Feb 2011 in math.PR
Abstract: We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts formulas on the path space of a fractional Brownian motion.
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