| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156395 | Stochastic Processes and their Applications | 2007 | 25 Pages |
Abstract
In this paper, by using a Taylor type development, we show how it is possible to associate differential operators with stochastic differential equations driven by fractional Brownian motions. As an application, we deduce that invariant measures for such SDE’s must satisfy an infinite dimensional system of partial differential equations.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Fabrice Baudoin, Laure Coutin,