Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means

DOI10.1007/S10959-024-01389-3MaRDI QIDQ6660192FDOQ6660192

Authors: El Mehdi Haress, Alexandre Richard 

Publication date: 10 January 2025

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

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zbMATH Keywords

fractional Brownian motionergodic stochastic differential equationsHurst sensitivity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (1)

• Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion

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