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Smoothing effect of rough differential equations driven by fractional Brownian motions

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journal contribution
posted on 2016-08-01, 00:00 authored by F Baudoin, C Ouyang, X Zhang
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.

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Publisher Statement

This is a copy of an article published in the Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. © 2016 Institute Henri Poincaré Publications.

Publisher

Institute Henri Poincaré

Language

  • en_US

issn

0246-0203

Issue date

2016-02-01

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    Keywords

    Rough pathSmoothing effectFractional Brownian motion

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    In Copyright

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