{
  "id": "1102.4601",
  "version": "v1",
  "published": "2011-02-22T20:28:00.000Z",
  "updated": "2011-02-22T20:28:00.000Z",
  "title": "Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions",
  "authors": [
    "Fabrice Baudoin",
    "Cheng Ouyang"
  ],
  "comment": "The paper is dedicated to Pr. David Nualart 60th's birthday",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts formulas on the path space of a fractional Brownian motion.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-02-22T20:28:00.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "fractional brownian motion",
      "stochastic differential equations driven",
      "gradient bounds",
      "functional inequalities",
      "stochastic differential equation driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1102.4601B"
    }
  }
}