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[会议论文] 作者:Martin Hairer,
来源:International Conference on Random Dynamical Systems(2009年随机 年份:2009
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additive fractional Brownian motion with arbitrary Hurst param...
[会议论文] 作者:Martin Hairer,
来源:International Conference on Random Dynamical Systems(2009年随机 年份:2009
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[会议论文] 作者:Fabrice Baudoin,Martin Hairer,
来源:International Conference on Random Dynamical Systems(2009年随机 年份:2009
It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue...
[期刊论文] 作者:Charles-Edouard Bréhier,Martin Hairer,Andrew M.Stuart,
来源:计算数学(英文版) 年份:2018
We consider stochastic semi-linear evolution equations which are driven by additive,spatially correlated,Wiener noise,and in particular consider problems of hea...
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