## Nualart

- D B. M ASLOWSKI
- Evolution equations driven by a fractional…
- 2002

@inproceedings{Hairer2003ar20, title={ar 2 00 4 Ergodicity of Stochastic Differential Equations Driven by Fractional Brownian Motion February 1 , 2008}, author={Martin Hairer}, year={2003} }

- Published 2003

We study the ergodic properties of finite-dimensional syste m of SDEs driven by non-degenerate additive fractional Brownian motion with a rbitrary Hurst parameter H ∈ (0, 1). A general framework is constructed to make precise the not io s of “invariant measure” and “stationary state” for such a syste m. We then prove under rather weak dissipativity conditions that such an SDE posse sses a unique stationary solution and that the convergence rate of an arbitrary solut ion towards the stationary… CONTINUE READING