{
  "id": "math/0509511",
  "version": "v1",
  "published": "2005-09-22T10:14:34.000Z",
  "updated": "2005-09-22T10:14:34.000Z",
  "title": "Operators associated with stochastic differential equations driven by fractional Brownian motions",
  "authors": [
    "Fabrice Baudoin",
    "Laure Coutin"
  ],
  "comment": "26 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-09-22T10:14:34.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "fractional brownian motion",
      "taylor development type formula",
      "infinite dimensional system"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 26,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......9511B"
    }
  }
}