  The Malliavin differentiability of a SDE plays a crucial role in the study of
density smoothness and ergodicity among others. For Gaussian driven SDEs the
differentiability property is now well established.
  In this paper, we consider the Malliavin differentiability for the Euler
scheme of such SDEs. We will focus on SDEs driven by fractional Brownian
motions (fBm), which is a very natural class of Gaussian processes.
  We derive a uniform (in the step size $n$) path-wise upper-bound estimate for
the Euler scheme for stochastic differential equations driven by fBm with Hurst
parameter $H>1/3$ and its Malliavin derivatives.
