activity
20172023
most citedNumerical approximation of SDEs with fractional noise and distributional drift

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift

Fabien Panloup, Alexandre Richard

The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e.…