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Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

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  1. ur Rahman, Ghaus & Badshah, Qaisar & Agarwal, Ravi P. & Islam, Saeed, 2021. "Ergodicity & dynamical aspects of a stochastic childhood disease model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 738-764.
  2. Mattingly, Jonathan C. & McKinley, Scott A. & Pillai, Natesh S., 2012. "Geometric ergodicity of a bead–spring pair with stochastic Stokes forcing," Stochastic Processes and their Applications, Elsevier, vol. 122(12), pages 3953-3979.
  3. Lemaire, Vincent, 2007. "An adaptive scheme for the approximation of dissipative systems," Stochastic Processes and their Applications, Elsevier, vol. 117(10), pages 1491-1518, October.
  4. Samson, Adeline & Thieullen, Michèle, 2012. "A contrast estimator for completely or partially observed hypoelliptic diffusion," Stochastic Processes and their Applications, Elsevier, vol. 122(7), pages 2521-2552.
  5. Samson, Adeline & Tamborrino, Massimiliano & Tubikanec, Irene, 2025. "Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation," Computational Statistics & Data Analysis, Elsevier, vol. 204(C).
  6. Bao, Jianhai & Wang, Jian, 2022. "Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 114-142.
  7. Gadat, Sébastien & Panloup, Fabien & Saadane, Sofiane, 2016. "Stochastic Heavy Ball," TSE Working Papers 16-712, Toulouse School of Economics (TSE).
  8. Saha, Sangeeta & Dutta, Protyusha & Samanta, Guruprasad, 2022. "Dynamical behavior of SIRS model incorporating government action and public response in presence of deterministic and fluctuating environments," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
  9. Ghaderi, Susan & Ahookhosh, Masoud & Arany, Adam & Skupin, Alexander & Patrinos, Panagiotis & Moreau, Yves, 2024. "Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions," Applied Mathematics and Computation, Elsevier, vol. 464(C).
  10. Xie, Longjie & Yang, Li, 2022. "The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 91-115.
  11. Shu, Huisheng & Jiang, Ziwei & Zhang, Xuekang, 2023. "Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises," Statistics & Probability Letters, Elsevier, vol. 199(C).
  12. Jianhai Bao & Xing Huang & Chenggui Yuan, 2019. "Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts," Journal of Theoretical Probability, Springer, vol. 32(2), pages 848-871, June.
  13. Bao, Jianhai & Wang, Feng-Yu & Yuan, Chenggui, 2019. "Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4576-4596.
  14. de la Cruz, H. & Muñoz, M., 2024. "A conjugate method for simulating the dynamics of stochastic urban spatial network models," Chaos, Solitons & Fractals, Elsevier, vol. 187(C).
  15. Casella, Bruno & Roberts, Gareth O. & Stramer, Osnat, 2011. "Stability of Partially Implicit Langevin Schemes and Their MCMC Variants," MPRA Paper 95220, University Library of Munich, Germany.
  16. Quentin Clairon & Adeline Samson, 2020. "Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 23(1), pages 105-127, April.
  17. Anna Melnykova, 2020. "Parametric inference for hypoelliptic ergodic diffusions with full observations," Statistical Inference for Stochastic Processes, Springer, vol. 23(3), pages 595-635, October.
  18. Cai, Yongli & Kang, Yun & Wang, Weiming, 2017. "A stochastic SIRS epidemic model with nonlinear incidence rate," Applied Mathematics and Computation, Elsevier, vol. 305(C), pages 221-240.
  19. Qiu Lin & Ruisheng Qi, 2023. "Optimal Weak Order and Approximation of the Invariant Measure with a Fully-Discrete Euler Scheme for Semilinear Stochastic Parabolic Equations with Additive Noise," Mathematics, MDPI, vol. 12(1), pages 1-29, December.
  20. Jianhai Bao & Feng‐Yu Wang & Chenggui Yuan, 2020. "Ergodicity for neutral type SDEs with infinite length of memory," Mathematische Nachrichten, Wiley Blackwell, vol. 293(9), pages 1675-1690, September.
  21. Ganguly, Arnab & Sundar, P., 2021. "Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics," Stochastic Processes and their Applications, Elsevier, vol. 133(C), pages 74-110.
  22. Gao, Shuaibin & Li, Xiaotong & Liu, Zhuoqi, 2023. "Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence," Applied Mathematics and Computation, Elsevier, vol. 458(C).
  23. Pavliotis, Grigorios A. & Reich, Sebastian & Zanoni, Andrea, 2025. "Filtered data based estimators for stochastic processes driven by colored noise," Stochastic Processes and their Applications, Elsevier, vol. 181(C).
  24. Holbach, Simon, 2020. "Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input," Stochastic Processes and their Applications, Elsevier, vol. 130(11), pages 6965-7003.
  25. Brosse, Nicolas & Durmus, Alain & Moulines, Éric & Sabanis, Sotirios, 2019. "The tamed unadjusted Langevin algorithm," Stochastic Processes and their Applications, Elsevier, vol. 129(10), pages 3638-3663.
  26. Susanne Ditlevsen & Adeline Samson, 2019. "Hypoelliptic diffusions: filtering and inference from complete and partial observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 361-384, April.
  27. Song, Renming & Xie, Longjie, 2020. "Well-posedness and long time behavior of singular Langevin stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 1879-1896.
  28. Cattiaux Patrick & León José R. & Prieur Clémentine, 2017. "Invariant density estimation for a reflected diffusion using an Euler scheme," Monte Carlo Methods and Applications, De Gruyter, vol. 23(2), pages 71-88, June.
  29. Birrell, Jeremiah & Herzog, David P. & Wehr, Jan, 2012. "The transition from ergodic to explosive behavior in a family of stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1519-1539.
  30. Bruno Casella & Gareth Roberts & Osnat Stramer, 2011. "Stability of Partially Implicit Langevin Schemes and Their MCMC Variants," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 835-854, December.
  31. Uda, Kenneth, 2019. "Ergodicity and spike rate for stochastic FitzHugh–Nagumo neural model with periodic forcing," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 383-399.
  32. Bao, Jianhai & Fang, Rongjuan & Wang, Jian, 2024. "Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
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