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In this paper we prove, for small Hurst parameters, the higher orderdifferentiability of a stochastic flow associated with a stochasticdifferential equation driven by an additive multi-dimensional fractionalBrownian noise, where the bounded variation part is given by the local time ofthe unknown solution process. The proof of this result relies on Fourieranalysis based variational calculus techniques and on intrinsic properties ofthe fractional Brownian motion.

Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion