A version of Hörmander's theorem for the fractional Brownian motion

DOI10.1007/s00440-006-0035-0zbMath1123.60038arXivmath/0605658OpenAlexW2076342063WikidataQ56894469 ScholiaQ56894469MaRDI QIDQ2642923

Fabrice Baudoin, Martin Hairer

Publication date: 6 September 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605658

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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