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journal article

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

Baudoin, Fabrice
•
Hairer, Martin  
November 1, 2007
PROBABILITY THEORY AND RELATED FIELDS

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 Hormander's condition. The main new ingredient of the proof is an extension of Norris' lemma to this situation.

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