Ergodicity of stochastic differential equations driven by fractional Brownian motion

DOI10.1214/009117904000000892zbMath1071.60045arXivmath/0304134OpenAlexW2062242131WikidataQ56894492 ScholiaQ56894492MaRDI QIDQ1775448

Martin Hairer

Publication date: 3 May 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0304134

zbMATH Keywords

fractional Brownian motionergodicitystochastic dynamical systemcoupling construction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33)

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