Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift

DOI10.1214/20-EJP464zbMath1462.60046arXiv1804.01348OpenAlexW2796072655WikidataQ115517692 ScholiaQ115517692MaRDI QIDQ782802

Alexandre Richard, Fabien Panloup

Publication date: 29 July 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.01348

zbMATH Keywords

fractional Brownian motionGaussian processesstochastic differential equationsergodicityrate of convergence to equilibrium

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory ⋮ Slow-fast systems with fractional environment and dynamics

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