Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion

DOI10.1214/10-AIHP377zbMath1221.60083arXiv0909.4505MaRDI QIDQ537141

Martin Hairer, Natesh S. Pillai

Publication date: 19 May 2011

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/0909.4505

zbMATH Keywords

fractional Brownian motionergodicityHörmander's theorem

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Stochastic calculus of variations and the Malliavin calculus (60H07)

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