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Varadhan Estimates for rough differential equations driven by fractional Brownian motions

Authors :
Baudoin, Fabrice
Ouyang, Cheng
Zhang, Xuejing
Publication Year :
2013

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.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1304.7376
Document Type :
Working Paper

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