Exponential ergodicity for retarded stochastic differential equations (Q2933120): Difference between revisions

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+Ergodicity of stochastic differential equations driven by fractional Brownian motion
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
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+Exponential mixing for stochastic PDEs: the non-additive case
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+Ergodic Properties of Markov Processes
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+Normal rank
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+On polynomial mixing bounds for stochastic differential equations
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+A differential delay equation with wideband noise perturbations
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+Exponential ergodicity of non-Lipschitz stochastic differential equations
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+Exponential ergodicity of the solutions to SDE's with a jump noise
+Normal rank
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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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+STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
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+Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
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+Delay differential equations driven by Lévy processes: stationarity and Feller properties
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+Ergodicity for Infinite Dimensional Systems
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+Normal rank
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+On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints
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+Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
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+Continuous and discrete Halanay-type inequalities
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+Lévy Processes and Stochastic Calculus
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+Q5560061
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+Stability in distribution of stochastic differential delay equations with Markovian switching
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+Ergodicity for functional stochastic differential equations and applications
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