Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
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Publication:6660192
DOI10.1007/S10959-024-01389-3MaRDI QIDQ6660192
El Mehdi Haress, Alexandre Richard
Publication date: 10 January 2025
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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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