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Integration by parts formula and applications for SDEs driven by fractional Brownian motions. (English) Zbl 1315.60064
Summary: By using coupling by change of measures, the Driver-type integration by parts formula is established for a class of stochastic differential equations driven by fractional Brownian motions. As applications, \((\log)\) shift Harnack inequalities and estimates on the distribution density of the solutions are presented.

MSC:
60H05 Stochastic integrals
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G22 Fractional processes, including fractional Brownian motion
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