%0 Journal Article
%T On small time asymptotics for rough differential equations driven by fractional Brownian motions
%A Fabrice Baudoin
%A Cheng Ouyang
%J Mathematics
%D 2014
%I arXiv
%X We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible applications to mathematical finance.
%U http://arxiv.org/abs/1403.0872v1