Operators associated with stochastic differential equations driven by fractional Brownian motions

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dc.creatorBaudoin, Fabrice
dc.creatorCoutin, Laure
dc.date2005-09-22
dc.date.accessioned2026-07-07T06:18:40Z
dc.date.available2026-07-07T06:18:40Z
dc.descriptionIn this paper, by using a Taylor development type formula, we show how it is possible to associate differential operators with stochastic differential equations driven by a fractional Brownian motion. As an application, we deduce that invariant measures for such SDEs must satisfy an infinite dimensional system of partial differential equations.
dc.description26 pages
dc.identifierhttps://arxiv.org/abs/math/0509511
dc.identifierhttp://arxiv.org/abs/math/0509511
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/94814
dc.subjectProbability
dc.titleOperators associated with stochastic differential equations driven by fractional Brownian motions
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