Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

DOI10.1016/J.JDE.2016.10.006zbMath1418.34151OpenAlexW2535231645MaRDI QIDQ729902

Fuke Wu, Hongwei Mei, George Yin

Publication date: 22 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2016.10.006

zbMATH Keywords

adaptivityinvariant measureinfinite delayMarkov propertystochastic functional differential equationsolution map

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic functional-differential equations (34K50)

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