Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths

DOI10.1214/12-AOP777zbMath1288.60068arXiv1104.5218WikidataQ56894245 ScholiaQ56894245MaRDI QIDQ359675

Natesh S. Pillai, Martin Hairer

Publication date: 22 August 2013

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

Full work available at URL: https://arxiv.org/abs/1104.5218

zbMATH Keywords

fractional Brownian motionergodicityhypoellipticityrough pathsHörmander's theorem

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Stochastic calculus of variations and the Malliavin calculus (60H07)

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