Local times of stochastic differential equations driven by fractional   Brownian motions
  In this paper, we study the existence and (H\"older) regularity of local times of stochastic differential equations driven by fractional Brownian motions. In particular, we show that in one dimension and in the rough case H<1/2, the H\"older exponent (in t) of the local time is 1-H, where H is the Hurst parameter of the driving fractional Brownian motion. 
Shuwen Lou, Cheng Ouyang
math.PR