A version of Hörmander's theorem for the fractional Brownian motion

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dc.creatorBaudoin, F.
dc.creatorHairer, M.
dc.date2006-05-25
dc.date.accessioned2026-07-07T07:14:31Z
dc.date.available2026-07-07T07:14:31Z
dc.descriptionIt is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that the driving vector fields satisfy Hörmander's condition. The main new ingredient of the proof is an extension of Norris' lemma to this situation.
dc.identifierhttps://arxiv.org/abs/math/0605658
dc.identifierhttp://arxiv.org/abs/math/0605658
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/112905
dc.subjectProbability
dc.subject60G30, 60H07
dc.titleA version of Hörmander's theorem for the fractional Brownian motion
dc.typetext

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