@article{1502c48f2051463f98a70d418d1c332f,
title = "ASYMPTOTIC EXPANSION of the DENSITY for HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION",
abstract = "We study a rough differential equation driven by fractional Brownian motion with Hurst parameter <![CDATA[(1/4. Under H{\"o}rmander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time. Using Watanabe's distributional Malliavin calculus, we obtain a short time full asymptotic expansion of the density under quite natural assumptions. Our main result can be regarded as a fractional version of Ben Arous' famous work on the off-diagonal asymptotics.",
author = "Yuzuru Inahama and Nobuaki Naganuma",
note = "Funding Information: Received February 13, 2019. Revised September 12, 2019. Accepted September 16, 2019. 2010 Mathematics subject classification. Primary 60H07; Secondary 60F99, 60G22. The first author was partially supported by JSPS KAKENHI Grant Number JP15K04922. The second author was partially supported by JSPS KAKENHI Grant Number JP17K14202. Funding Information: AC is supported by a JSPS International Research Fellowship. Part of this research was carried out during a visit of AC to the University of East Anglia Publisher Copyright: {\textcopyright} 2021 The Author(s). Published by Cambridge University Press.",
year = "2021",
month = sep,
doi = "10.1017/nmj.2019.29",
language = "English",
volume = "243",
pages = "11--41",
journal = "Nagoya Mathematical Journal",
issn = "0027-7630",
publisher = "Nagoya University",
}