Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
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Publication:2637204
DOI10.1016/j.spa.2013.11.004zbMath1285.60068arXiv1211.4813MaRDI QIDQ2637204
Samy Tindel, Serge Cohen, Fabien Panloup
Publication date: 7 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4813
60G15: Gaussian processes
60G10: Stationary stochastic processes
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise, A general drift estimation procedure for stochastic differential equations with additive fractional noise, Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
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