Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts

Abstract

In this paper, moment estimates of Hölder norm type are obtained for the solution to stochastic differential equation driven by fractional Brownian motion whose drift is measurable and has linear growth. As application, we prove the existence of a density for this kind of stochastic equation which extends the validity of a method introduced by N. Fournier and J. Printems (2010) and developed by M. Romito (2018).