29 citations · 53 across the 5 of their papers we have counts for
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math.PR2005★ 1 cited
Operators associated with stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Laure Coutin
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 fractio…
math.PR2005★ 29 cited
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…