## Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions.(English)Zbl 1341.60049

The authors consider the solutions of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $$H$$. They consider both the one-dimensional case with additive noise and the multidimensional case. In the former case they assume $$H\in (0,1)$$ and in the latter case $$H\in (0, 1/2)$$. The investigation relies on stochastic analysis and on pathwise methods in stochastic differential equations.

### MSC:

 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60G22 Fractional processes, including fractional Brownian motion 60H07 Stochastic calculus of variations and the Malliavin calculus 34K50 Stochastic functional-differential equations
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### References:

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