Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

We study, in small times, the properties of the operator Pt(f)(x)=E(f(Xtx)), where (Xtx)t⩾0 is the solution of a stochastic differential equation driven by fractional Brownian motions with the same Hurst parameter H>14. To cite this article: F. Baudoin, L. Coutin, C. R. Acad. Sci. Paris, Ser. I 341 (2005).