Ergodicity for functional stochastic differential equations and applications
From MaRDI portal
Publication:2438291
DOI10.1016/j.na.2013.12.001zbMath1292.60058OpenAlexW2021647492MaRDI QIDQ2438291
Jianhai Bao, Chenggui Yuan, George Yin
Publication date: 11 March 2014
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.12.001
stochastic optimizationstochastic approximationergodicityinvariant measurefunctional stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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