Integrability and tail estimates for Gaussian rough differential   equations
  We derive explicit tail-estimates for the Jacobian of the solution flow for stochastic differential equations driven by Gaussian rough paths. In particular, we deduce that the Jacobian has finite moments of all order for a wide class of Gaussian process including fractional Brownian motion with Hurst parameter H>1/4. We remark on the relevance of such estimates to a number of significant open problems. 
Thomas Cass, Christian Litterer, Terry Lyons
math.PR