Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise

DOI10.1214/15-AIHP724zbMath1367.60067arXiv1405.2573OpenAlexW2963249616MaRDI QIDQ2357259

Publication date: 13 June 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2573

zbMATH Keywords

Lyapunov function fractional Brownian motion stochastic differential equations ergodicity equilibrium convergence rate multiplicative noise total variation distance

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Limit theorems in probability theory (60F99)

Related Items (6)

Random dynamical systems, rough paths and rough flows ⋮ On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise ⋮ Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory ⋮ Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift ⋮ Slow-fast systems with fractional environment and dynamics

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