Upper Bounds for the Density of Solutions to Stochastic Differential Equations Driven by Fractional Brownian Motions


In this paper we study upper bounds for the density of solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H > 1/2, the density of the solution satisfies the log-Sobolev inequality, the Gaussian concentration inequality and admits… (More)


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