155 citations · 955 across the 56 of their papers we have counts for
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math.PR2009
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
Martin Hairer, Natesh S. Pillai
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by sta…
math.PR2009
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
Jonathan C. Mattingly, Scott A. McKinley, Natesh S. Pillai
We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with…