Smoothing effect of rough differential equations driven by fractional Brownian motions
Presenter
January 27, 2014
Abstract
Fabrice Baudoin
Purdue University
In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter H>1/4. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock and can be seen as a quantitative version of the existence of smooth densities under Hormander's type conditions. This is a joint work with C. Ouyang and X. Zhang.