In this article, we consider an n-dimensional stochastic differential equation driven by a fractional brownian motion with Hurst parameter H>1/3. We derive an expansion for E[f(Xt)] in terms of t, where X denotes the solution to the SDE and f:ℝn→ℝ is a regular function. Comparing to F. Baudoin and L. Coutin, Stochastic Process. Appl.117 (2007) 550–574, where the same problem is studied, we provide an improvement in three different directions: we are able to consider equations with drift,...

Consider an infinite dimensional diffusion process process on $T^{{𝐙}^d}$, where $T$ is the circle, defined by the action of its generator $L$ on $C^2\left(T^{{𝐙}^d}\right)$ local functions as $Lf\left(\eta \right)={\sum }_{i\in {𝐙}^d}\left(\frac{1}{2}{a}_i\frac{{\partial }^{2}f}{\partial {\eta }_i^2}+b_i\frac{\partial f}{\partial {\eta }_i}\right)$. Assume that the coefficients, $a_i$ and $b_i$ are smooth, bounded, finite range with uniformly bounded second order partial derivatives, that $a_i$ is only a function of ${\eta }_i$ and that ${inf}_{i,\eta }{a}_i\left(\eta \right)\>0$. Suppose $\nu$ is an invariant product measure. Then, if $\nu$ is the Lebesgue measure or if $d=1,2$, it is the unique invariant measure. Furthermore, if $\nu$ is translation invariant, then...

Consider an infinite dimensional diffusion process process on TZd, where T is the circle, defined by the action of its generator L on C2(TZd) local functions as $Lf\left(\eta \right)={\sum }_{i\in {𝐙}^d}\left(\frac{1}{2}{a}_i\frac{{\partial }^{2}f}{\partial {\eta }_i^2}+b_i\frac{\partial f}{\partial {\eta }_i}\right)$. Assume that the coefficients, ai and bi are smooth, bounded, finite range with uniformly bounded second order partial derivatives, that ai is only a function of ${\eta }_i$ and that ${inf}_{i,\eta }{a}_i\left(\eta \right)>0$. Suppose ν is an invariant product measure. Then, if ν is the Lebesgue measure or if d=1,2, it is the unique invariant measure. Furthermore, if ν is translation...