A version of H(o)rmanders theorem for the fractional Brownian motion

来源 :International Conference on Random Dynamical Systems(2009年随机 | 被引量 : 0次 | 上传用户：pangdunpiwen

【摘要】

：

　　It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue

【作者】

：

Fabrice Baudoin Martin Hairer

【机构】

：

LaboratoiredeStatistiquesetProbabilit(e)sUniversit(e)PaulSabatier;118RoutedeNarbonne,Toulouse,France

【出处】

：

International Conference on Random Dynamical Systems(2009年随机

【发表日期】

：

2009年6期

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure,provided that the driving vector fields satisfy H(o)rmander’s condition.The main new ingredient of the proof is an extension of Norris’ lemma to this situation.

其他文献

Our recent works on coloring and domination of graphs

　　In this talk, we report our recent works on coloring and domination on graphs.In particular, we prove every graph has a semi coloring, which answers an open

会议

The algebraic connectivity of graphs

　　The Laplacian matrix of the graph G is defined as L(G) =D(G)-A(G), where D(G) =diag(d(v1),d(v2),… ,d(vn)) and A(G) denote the diagonal matrix of vertex deg

会议

Atomic model of CPV reveals the mechanism used by this single-shelled virus to economically carry ou

会议

Symmetry-Free Cryo-EM Structures of the Chaperonin TRiCCCT Along its ATPase-Driven Conformational Cy

会议

多层结构中不规则固液界面处震声散射模拟的一种有效方法

会议

椭球夹杂Lure解法与Eshelby-Mura解法的比较研究

会议

Iteration theory of Maslov-type index associated with a Lagrangian subspace for symplectic paths and

会议

A local mountain pass type result for a system of nonlinear Schr(o)dinger equations

　　We consider a singular perturbation problem for the following system of nonlinear Schrǒdinger equations: -εΔu1 + V1(x)u2 = μ1u31 + βu1u22 in RN,-εΔu2

会议

Nontrivial solutions for a a class of singular problems

会议

Resonance and Landesman-Lazer condition for some Fully Nonlinear Elliptic equations

会议

A version of H(o)rmanders theorem for the fractional Brownian motion

与本文相关的学术论文