Ergodic Theory for SDEs with Extrinsic Memory

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a class of non-Markovian systems. They allow us to obtain a cr...

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Veröffentlicht in:	The Annals of probability 2007-09, Vol.35 (5), p.1950-1977
Hauptverfasser:	Hairer, M., Ohashi, A.
Format:	Artikel
Sprache:	eng
Schlagworte:	26A33 60G10 60H10 Brownian motion Continuous functions Differential equations Dynamical systems Electric noise Ergodic theory ergodicity Exact sciences and technology fractional Brownian motion General topics Limit theorems Markov processes Mathematical models Mathematics Non-Markovian processes Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Semigroups Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications) Stochastic analysis Studies Systems analysis Theory Topological spaces Topological theorems Topology
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