An official Journal of the Institute of Mathematical Statistics.
Ergodicity of stochastic differential equations driven by fractional Brownian motion
Martin Hairer. (2005)
CLT for linear spectral statistics of large-dimensional sample covariance matrices
Z. D. Bai, et al. (2004)
On Large Deviations in the Averaging Principle for SDEs with a “Full Dependence”
A. Yu. Veretennikov. (1999)