Invariant measures for stochastic functional differential equations
From MaRDI portal
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.
Recommendations
- Invariant measures for stochastic functional differential equations with superlinear drift term
- Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients
- scientific article; zbMATH DE number 1442810
- scientific article; zbMATH DE number 1323479
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
Cited in
(53)- Invariant measures for stochastic evolution equations of pure jump type
- Certain invariant sets of stochastic flows generated by stochastic differential equations
- Invariant measures for a stochastic Fokker-Planck equation
- Invariance of closed convex sets for stochastic functional differential equations
- Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
- Invariant measures of stochastic delay lattice systems
- Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients
- Invariant measures for multidimensional fractional stochastic volatility models
- Model order reduction for (stochastic-) delay equations with error bounds
- Invariant measure and random attractors for stochastic differential equations with delay
- Limiting behavior of invariant measures of stochastic delay lattice systems
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
- Periodic measures of impulsive stochastic differential equations
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Existence, exponential mixing and convergence of periodic measures of fractional stochastic delay reaction-diffusion equations on \(\mathbb{R}^n\)
- Generalized couplings and ergodic rates for SPDEs and other Markov models
- Limit theorems for additive functionals of path-dependent SDEs
- Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
- Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
- Periodic measures of stochastic delay lattice systems
- Invariant measure for stochastic Schrödinger equations
- Stability in distribution of stochastic functional differential equations
- Invariant measures related with Poisson driven stochastic differential equation.
- Invariant probability measures for path-dependent random diffusions
- Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
- Invariant measures for semilinear stochastic equations
- scientific article; zbMATH DE number 1323479 (Why is no real title available?)
- Subexponential Estimates of the Rate of Convergence to the Invariant Measure for Stochastic Differential Equations
- Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives
- scientific article; zbMATH DE number 811897 (Why is no real title available?)
- scientific article; zbMATH DE number 1442810 (Why is no real title available?)
- Invariant measures of fractional stochastic delay reaction-diffusion equations on unbounded domains
- Invariant measures for systems of Kolmogorov equations
- Atomic operators, random dynamical systems and invariant measures
- Invariant measures for stochastic differential equations on networks
- An extension of the ventcel- freidlin large deviation principle
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- scientific article; zbMATH DE number 7705835 (Why is no real title available?)
- Asymptotic behavior of stochastic complex lattice systems driven by superlinear noise
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
- Exponential ergodicity for stochastic functional differential equations with Markovian switching
- Weak mean attractors and invariant measures for stochastic Schrödinger delay lattice systems
- Invariant measures for stochastic functional differential equations with superlinear drift term
- Stationary distribution and permanence of a stochastic delay predator-prey Lotka-Volterra model with Lévy jumps
- Wasserstein convergence rate of invariant measures for stochastic Schrödinger delay lattice systems
- Existence and uniqueness of the solution of a stochastic functional differential equation of neutral type in finite-dimensional spaces
- Existence, upper semicontinuity and convergence rate of measure attractors for non-autonomous superlinear stochastic Schrödinger delay lattice systems
- Stabilization of regime-switching processes based on discrete time observations: existence of invariant probability measure
- Wong-Zakai approximations and limiting dynamics of stochastic discrete p-Laplacian complex Ginzburg-Landau equations with delays
- Long-term dynamics of fractional stochastic delay reaction-diffusion equations on unbounded domains
- Approximation for stochastic functional differential equation with past-dependent switching
- Exponential ergodicity for a class of non-Markovian stochastic processes
- Existence of invariant measures for reflected stochastic partial differential equations
This page was built for publication: Invariant measures for stochastic functional differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1689842)