Deya, Aurélien et al., Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise, Annals of probability (Online) , 47(1), 2019, pp. 464-518
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter H.(1/3,1) and multiplicative noise component .. When . is constant and for every H.(0,1), it was proved in [Ann. Probab. 33 (2005) 703.758] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order t.. where ..(0,1) (depending on H). In [Ann. Inst. Henri Poincaré Probab. Stat. 53 (2017) 503.538], this result has been extended to the multiplicative case when H>1/2. In this paper, we obtain these types of results in the rough setting H.(1/3,1/2). Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [Ann. Inst. Henri Poincaré Probab. Stat. 53 (2017) 503.538] by deleting the gradient assumption on the noise coefficient .. The main theorems include some existence and uniqueness results for the invariant distribution.