Gradient Bounds for Solutions of Stochastic Differential Equations   Driven by Fractional Brownian Motions
  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. 
Fabrice Baudoin, Cheng Ouyang
math.PR