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On the (non)stationary density of fractional-driven stochastic differential equations (2023)

First Author: Li X

Attributed to: Multi-Scale Stochastic Dynamics with Fractional Noise funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/23-aop1638

Publication URI: http://dx.doi.org/10.1214/23-aop1638

Type: Journal Article/Review

Parent Publication: The Annals of Probability

Issue: 6