Varadhan Estimates for rough differential equations driven by fractional Brownian motions
Probability
2013-04-30 v1
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.
Keywords
Cite
@article{arxiv.1304.7376,
title = {Varadhan Estimates for rough differential equations driven by fractional Brownian motions},
author = {Fabrice Baudoin and Cheng Ouyang and Xuejing Zhang},
journal= {arXiv preprint arXiv:1304.7376},
year = {2013}
}