Ergodicity for functional stochastic differential equations and applications (Q2438291): Difference between revisions

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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Ergodic Properties of Markov Processes
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+Markov chains and stochastic stability
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+Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
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+Exponential ergodicity and regularity for equations with Lévy noise
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+On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
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+Exponential ergodicity of non-Lipschitz stochastic differential equations
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+Ergodicity for Infinite Dimensional Systems
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+Introduction to functional differential equations
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+Invariant measures for stochastic functional differential equations with superlinear drift term
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+On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints
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+Q4039796
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+Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
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+Delay differential equations driven by Lévy processes: stationarity and Feller properties
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+Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
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+Lévy Processes and Stochastic Calculus
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+A concise course on stochastic partial differential equations
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+Continuous and discrete Halanay-type inequalities
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+On stationary solutions of a stochastic differential equation
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+Structural properties of semilinear SPDEs driven by cylindrical stable processes
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+Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
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+Continuous-time Markov chains and applications. A two-time-scale approach
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+Using stochastic optimization to determine threshold values for the control of unreliable manufacturing systems
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