Ergodicity of a generalized Jacobi equation and applications
DOI10.1016/j.spa.2015.07.015zbMath1329.60192arXiv1308.4884OpenAlexW1520227759MaRDI QIDQ898399
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
stochastic differential equationfractional Brownian motionMalliavin calculusrandom dynamical systemsEuler schemerough pathsMorris-Lecar modelgeneralized Jacobi equation
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)
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