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

Abstract: In this paper, high-order moment, even exponential moment, estimates are established for the H\"older norm of solutions to stochastic differential equations driven by fractional Brownian motion whose drifts are measurable and have linear growth. As applications, we first study the weak uniqueness of solutions to fractional stochastic differential equations. Moreover, combining our estimates and the Fourier transform, we establish the existence of density of solutions to equations with irregular drifts.