Varadhan Estimates for rough differential equations driven by fractional Brownian motions

Fabrice Baudoin; Cheng Ouyang; Xuejing Zhang

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arXiv · 1304.7376

Varadhan Estimates for rough differential equations driven by fractional Brownian motions

Fabrice Baudoin·Cheng Ouyang·Xuejing Zhang

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Abstract

In this work we study rough differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4 and establish Varadhan's small time estimates for the density of solutions of such equations under Hormander's type conditions.

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Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang. 2013-04-27. Varadhan Estimates for rough differential equations driven by fractional Brownian motions. https://arxiv.org/abs/1304.7376

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