  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.
