Operators associated with stochastic differential equations driven by fractional Brownian motions
arXiv:math/0509511
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.
26 pages