Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case
Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case
This article is concerned with stochastic differential equations driven by a d dimensional fractional Brownian motion with Hurst parameter H>1/4 and understood in the rough paths sense. Whenever the coefficients of the equation satisfy a uniform hypoellipticity condition, we establish a sharp local estimate on the associated control distance function …