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}
}
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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