\providecommand{\bysame}{\leavevmode\hbox to3em{\hrulefill}\thinspace}
\providecommand{\noopsort}[1]{}
\providecommand{\arxiv}[1]{\href{http://www.arxiv.org/abs/#1}{arXiv~#1}}
\providecommand{\doi}[1]{\url{https://doi.org/#1}}
\providecommand{\href}[2]{#2}
\bibliofont{\begin{thebibliography}{10}

\bibitem{arriojas2006delayed}
\bgroup\scshape{}M.~Arriojas\egroup{}, \bgroup\scshape{}Y.~Hu\egroup{},
  \bgroup\scshape{}S.-E. Mohammed\egroup{}, and
  \bgroup\scshape{}G.~Pap\egroup{}, A delayed {B}lack and {S}choles formula
  {II}, preprint, 2006. Available at \url{https://arxiv.org/abs/math/0604641}.

\bibitem{baudoin}
\bgroup\scshape{}F.~Baudoin\egroup{}, \bgroup\scshape{}E.~Nualart\egroup{},
  \bgroup\scshape{}C.~Ouyang\egroup{}, and \bgroup\scshape{}S.~Tindel\egroup{},
  \href{https://doi.org/10.1214/15-AOP1028}{On probability laws of solutions to
  differential systems driven by a fractional {B}rownian motion},  \emph{Ann.
  Probab.} \textbf{44} (2016), no.~4, 2554--2590.

\bibitem{besalu2016gaussian}
\bgroup\scshape{}M.~Besal\'{u}\egroup{},
  \bgroup\scshape{}A.~Kohatsu-Higa\egroup{}, and
  \bgroup\scshape{}S.~Tindel\egroup{},
  \href{https://doi.org/10.1214/14-AOP977}{Gaussian-type lower bounds for the
  density of solutions of {SDE}s driven by fractional {B}rownian motions},
  \emph{Ann. Probab.} \textbf{44} (2016), no.~1, 399--443.

\bibitem{ferrante2006stochastic}
\bgroup\scshape{}M.~Ferrante\egroup{} and \bgroup\scshape{}C.~Rovira\egroup{},
  Stochastic delay differential equations driven by fractional {B}rownian
  motion with {H}urst parameter {$H>{1/2}$},  \emph{Bernoulli} \textbf{12}
  (2006), no.~1, 85--100.

\bibitem{kohatsu2003lower}
\bgroup\scshape{}A.~Kohatsu-Higa\egroup{},
  \href{https://doi.org/10.1007/s00440-003-0272-4}{Lower bounds for densities
  of uniformly elliptic random variables on {W}iener space},  \emph{Probab.
  Theory Related Fields} \textbf{126} (2003), no.~3, 421--457.

\bibitem{leontindel}
\bgroup\scshape{}J.~A. Le\'{o}n\egroup{} and
  \bgroup\scshape{}S.~Tindel\egroup{},
  \href{https://doi.org/10.1007/s10959-011-0349-4}{Malliavin calculus for
  fractional delay equations},  \emph{J. Theoret. Probab.} \textbf{25} (2012),
  no.~3, 854--889.

\bibitem{NourdinViens}
\bgroup\scshape{}I.~Nourdin\egroup{} and \bgroup\scshape{}F.~G. Viens\egroup{},
  \href{https://doi.org/10.1214/EJP.v14-707}{Density formula and concentration
  inequalities with {M}alliavin calculus},  \emph{Electron. J. Probab.}
  \textbf{14} (2009), no. 78, 2287--2309.

\bibitem{nualart2009malliavin}
\bgroup\scshape{}D.~Nualart\egroup{} and
  \bgroup\scshape{}B.~Saussereau\egroup{},
  \href{https://doi.org/https://doi.org/10.1016/j.spa.2008.02.016}{Malliavin
  calculus for stochastic differential equations driven by a fractional
  brownian motion},  \emph{Stochastic Process. Appl.} \textbf{119} (2009),
  no.~2, 391--409.

\bibitem{nualart2006malliavin}
\bgroup\scshape{}D.~Nualart\egroup{},
  \href{https://doi.org/https://doi.org/10.1007/3-540-28329-3}{\emph{The
  {M}alliavin calculus and related topics}}, second ed., \emph{Probability and
  its Applications (New York)}, Springer-Verlag, Berlin, 2006.

\bibitem{rascanu2002differential}
\bgroup\scshape{}D.~Nualart\egroup{} and
  \bgroup\scshape{}A.~R\u{a}\c{s}canu\egroup{}, Differential equations driven
  by fractional {B}rownian motion,  \emph{Collect. Math.} \textbf{53} (2002),
  no.~1, 55--81.

\bibitem{Young}
\bgroup\scshape{}L.~C. Young\egroup{},
  \href{https://doi.org/10.1007/BF02401743}{An inequality of the {H}\"{o}lder
  type, connected with {S}tieltjes integration},  \emph{Acta Math.} \textbf{67}
  (1936), no.~1, 251--282.

\bibitem{Zhle1998IntegrationWR}
\bgroup\scshape{}M.~Z\"{a}hle\egroup{},
  \href{https://doi.org/10.1007/s004400050171}{Integration with respect to
  fractal functions and stochastic calculus. {I}},  \emph{Probab. Theory
  Related Fields} \textbf{111} (1998), no.~3, 333--374.

\end{thebibliography}
}