Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Publication:359675
DOI10.1214/12-AOP777zbMath1288.60068arXiv1104.5218WikidataQ56894245 ScholiaQ56894245MaRDI QIDQ359675
Natesh S. Pillai, Martin Hairer
Publication date: 22 August 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.5218
Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (43)
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