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# 2 2 Se p 20 05 OPERATORS ASSOCIATED WITH A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTIONS

@inproceedings{Baudoin200522S, title={2 2 Se p 20 05 OPERATORS ASSOCIATED WITH A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTIONS}, author={Fabrice Baudoin and Laure Coutin}, year={2005} }

- Published 2005

In 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.

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