{
  "id": "1104.3884",
  "version": "v1",
  "published": "2011-04-19T21:30:04.000Z",
  "updated": "2011-04-19T21:30:04.000Z",
  "title": "Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions",
  "authors": [
    "Fabrice Baudoin",
    "Cheng Ouyang",
    "Samy Tindel"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we study upper bounds for the density of solution of 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 satisfy the log-Sobolev inequality, the Gaussian concentration inequality and admits an upper Gaussian bound. In the rough case H > 1/3 and under the same geometric conditions, we show that the density of the solution is smooth and admits an upper sub-Gaussian bound.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-04-19T21:30:04.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "fractional brownian motion",
      "geometric conditions",
      "study upper bounds",
      "upper sub-gaussian bound"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1104.3884B"
    }
  }
}