Nourdin, Ivan; Simon, Thomas - In: Statistics & Probability Letters 76 (2006) 9, pp. 907-912
The problem of absolute continuity for a class of SDEs driven by a real fractional Brownian motion of any Hurst index is addressed. First, we give an elementary proof of the fact that when the diffusion coefficient does not vanish, the solution to the SDE has a positive density for all t0....