Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths

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

zbMATH Keywords

fractional Brownian motion; ergodicity; hypoellipticity; rough paths; Hörmander's theorem

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G10: Stationary stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35B65: Smoothness and regularity of solutions to PDEs

26A33: Fractional derivatives and integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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