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.

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