211 citations · 395 across the 30 of their papers we have counts for
Showing 2007 · math.PRShow all
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math.PR2007
Ornstein-Uhlenbeck Processes on Lie Groups
Fabrice Baudoin, Martin Hairer, Josef Teichmann
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let be a hypoelliptic, left…
math.PR2007★ 11 cited
Ergodic properties of a class of non-Markovian processes
M. Hairer
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Mar…
math.PR2007★ 48 cited
From ballistic to diffusive behavior in periodic potentials
Martin Hairer, Grigorios Pavliotis
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wen…