Abstract
Smoothing effect of rough differential equations driven by fractional Brownian motions
Fabrice Baudoin
Purdue University
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 Hormander's type conditions. This is a joint work with C. Ouyang and X. Zhang.