Approximation of stationary solutions to SDEs driven by multiplicative   fractional noise
  In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of multiplicative noise when the Gaussian process is a fractional Brownian Motion with Hurst parameter H>1/2 and obtain some (functional) convergences properties of some empirical measures of the Euler scheme to the stationary solutions of such SDEs. 
Serge Cohen (IMT), Fabien Panloup (IMT), Samy Tindel (IECN, INRIA   Nancy - Grand Est / IECN)
math.PR