  Motivated by a problematic coming from mathematical finance, this paper is
devoted to existing and additional results of continuity and differentiability
of the It\^o map associated to rough differential equations. These regularity
results together with Malliavin calculus are applied to sensitivities analysis
for stochastic differential equations driven by multidimensional Gaussian
processes with continuous paths, especially fractional Brownian motions.
Precisely, in that framework, results on computation of greeks for It\^o's
stochastic differential equations are extended. An application in mathematical
finance, and simulations, are provided.
