Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise (Q2357259)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6729822
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise |
scientific article; zbMATH DE number 6729822 |
Statements
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise (English)
0 references
13 June 2017
0 references
stochastic differential equations
0 references
fractional Brownian motion
0 references
multiplicative noise
0 references
ergodicity
0 references
equilibrium
0 references
convergence rate
0 references
Lyapunov function
0 references
total variation distance
0 references
0.9502598643302916
0 references
0.8784407377243042
0 references
0.8073379397392273
0 references
0.8041446805000305
0 references
0.7955402731895447
0 references
