Ergodicity of a generalized Jacobi equation and applications

DOI10.1016/j.spa.2015.07.015zbMath1329.60192arXiv1308.4884OpenAlexW1520227759MaRDI QIDQ898399

Nicolas Marie

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4884

zbMATH Keywords

stochastic differential equationfractional Brownian motionMalliavin calculusrandom dynamical systemsEuler schemerough pathsMorris-Lecar modelgeneralized Jacobi equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Generation, random and stochastic difference and differential equations (37H10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Controlled differential equations as Young integrals: a simple approach
• Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion
• Density formula and concentration inequalities with Malliavin calculus
• On the gap between deterministic and stochastic ordinary differential equations
• A random fixed point theorem and the random graph transformation
• Stochastic analysis of the fractional Brownian motion
• Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
• The Malliavin Calculus and Related Topics
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths
• A generalized mean-reverting equation and applications
• Random dynamics of the Morris–Lecar neural model