Add to ORKGIn a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of multiplicative noise when the Gaussian process is a fractional BrownianMotion with Hurst parameter H> 1/2 and obtain some (functional) convergences properties of some empirical measures of the Euler scheme to the stationary solutions of such SDEs
AbstractWe study sequences of empirical measures of Euler schemes associated to some non-Markovian S...
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with mul...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
For a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
We prove weak existence for multi-dimensional SDEs with distributional drift driven by a fractional ...
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDE...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
International audienceIn the pathwise stochastic calculus framework, the paper deals with the genera...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
AbstractWe study sequences of empirical measures of Euler schemes associated to some non-Markovian S...
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with mul...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
For a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
We prove weak existence for multi-dimensional SDEs with distributional drift driven by a fractional ...
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDE...
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fr...
International audienceIn the pathwise stochastic calculus framework, the paper deals with the genera...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
AbstractWe study sequences of empirical measures of Euler schemes associated to some non-Markovian S...
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with mul...
International audienceThe main objective of the paper is to study the long-time behavior of general ...