Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise (Q1731893)

The article deals with the stochastic differential equation \[ dY_t=b(Y_t)+\sigma(Y_t)dX_t, \] where \({(X_t)_{t\geq0}}, {b}\) and \(\sigma\) satisfy following conditions: 1) \({(X_t)_{t\geq0}}\) is a \(d\)-dimensional \(H\)-fractional Brownian motion with Hurst parameter \({H\in(1/3,1)},\) i.e., \({X_t=\alpha_H\int_0^\infty (-r)^{H-1/2}(dW_{r+t}-dW_r)}\); 2) \({b:\mathbb{R}^d\to\mathbb{R}^d}\) is a \(C^3\)-vector field with all bounded derivatives, and for some constants \({C_1,C_2>0}\) we have \({(v,b(v))\leq C_1-C_2\|v\|^2}\) for all \({v\in\mathbb{R}^d};\) 3) \({\sigma:\mathbb{R}^d\to\mathcal{L}(\mathbb{R}^d,\mathbb{R}^d)}\) is a \(C^4\)-function which is invertible for all \({x\in\mathbb{R}^d}\) and with bounded inverse \({\sigma^{-1}(x)}.\) The main result asserts the existence and uniqueness of the invariant distribution and estimates the rate of convergence to equilibrium in total variation distance. This result is an improvement of results due to the second author and \textit{J. Fonbona} [Ann. Inst. Henri Poincare, Probab. Stat. 53, No. 2, 503--538 (2017; Zbl 1367.60067)].