Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866918258708316160 |
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| author | Dareiotis, Konstantinos Haress, El Mehdi Lê, Khoa |
| author_facet | Dareiotis, Konstantinos Haress, El Mehdi Lê, Khoa |
| contents | We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a singular term of regularity $γ>1-1/(2H)$ in Besov-Hölder scales. We establish well-posedness and, through a Markovian enhancement, existence of an invariant measure. If the singular contribution is sufficiently small, we prove exponential contraction of solutions, and thereby, uniqueness of the invariant measure. Our methods rely on uniform pathwise estimates which utilise together the dissipativity of the drift and the regularisation effect of the noise. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2511_05262 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion Dareiotis, Konstantinos Haress, El Mehdi Lê, Khoa Probability 60H10, 60G22, 60H50, 37A25 We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a singular term of regularity $γ>1-1/(2H)$ in Besov-Hölder scales. We establish well-posedness and, through a Markovian enhancement, existence of an invariant measure. If the singular contribution is sufficiently small, we prove exponential contraction of solutions, and thereby, uniqueness of the invariant measure. Our methods rely on uniform pathwise estimates which utilise together the dissipativity of the drift and the regularisation effect of the noise. |
| title | Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion |
| topic | Probability 60H10, 60G22, 60H50, 37A25 |
| url | https://arxiv.org/abs/2511.05262 |