Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Dareiotis, Konstantinos, Haress, El Mehdi, Lê, Khoa
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866918258708316160
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
id 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