Invariant measures for stochastic functional differential equations

DOI10.1214/17-EJP122MaRDI QIDQ1689842zbMATH OpenFDO

Authors O. A. Butkovsky, Michael Scheutzow

Publication date 18 January 2018

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.05120, https://projecteuclid.org/euclid.ejp/1510802252

zbMATH Keywords

invariant measureLyapunov functionstochastic functional differential equationsVeretennikov-Khasminskii condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Abstract: We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and for exponential or subexponential convergence to the equilibrium. The obtained conditions extend Veretennikov--Khasminskii conditions for SDEs and are optimal in a certain sense.

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