  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.
