  In this paper we consider a n-dimensional stochastic differential equation
driven by a fractional Brownian motion with Hurst parameter H>1/3. After
solving this equation in a rather elementary way, following the approach of
Gubinelli, we show how to obtain an expansion for E[f(X\_t)] in terms of t,
where X denotes the solution to the SDE and f:R^n->R is a regular function.
With respect to the work by Baudoin and Coutin, where the same kind of problem
is considered, we try an improvement in three different directions: we are able
to take a drift into account in the equation, we parametrize our expansion with
trees (which makes it easier to use), and we obtain a sharp control of the
remainder.
