Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...