{"paper":{"title":"Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Fabien Panloup (IMT), Joaquin Fontbona","submitted_at":"2014-05-11T19:23:52Z","abstract_excerpt":"We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\\textgreater{}1/2$ and multiplicative noise component $\\sigma$. When $\\sigma$ is constant and for every $H\\in(0,1)$, it was proved in \\cite{hairer} that, under some mean-reverting assumptions, such a process converges to its equilibrium at  a rate of order $t^{-\\alpha}$ where $\\alpha\\in(0,1)$ (depending on $H$). The aim of this paper is to extend such types of results to some multiplicative noise setting. More precisely, "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1405.2573","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}