Christian Olivera, Ciprian Tudor
Published 2018-05-22Version 1
By using a simple method based on the fractional integration by parts, we prove the existence and the Besov regularity of the density for solutions to stochastic differential equations driven by an additive Gaussian Volterra process. We assume weak regularity conditions on the drift. Several examples of Gaussian Volterra noises are discussed.
On the strong Markov property for stochastic differential equations driven by $G$-Brownian motion
Hölder continuity in the Hurst parameter of functionals of Stochastic Differential Equations driven by fractional Brownian motion
Local times of stochastic differential equations driven by fractional Brownian motions
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