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Smoothing effect of rough differential equations driven by fractional Brownian motions (1304.4838v1)

Published 17 Apr 2013 in math.PR

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 H\"ormander's type conditions.

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