Browsing by Subject "Lyapunov function"
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(Institute of Mathematical Statistics, 2018)We study the long-time behavior of the dynamics of interacting planar Brownian particles, confined by an external field and subject to a singular pair repulsion. The invariant law is an exchangeable Boltzmann – Gibbs ...
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(Institute of Mathematical Statistics, 2017)We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameterH >1/2 and multiplicative noise component σ. ...