Invariant measure of approximating method for stochastic functional differential equation (Q7363087)

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Invariant measure of approximating method for stochastic functional differential equation

scientific article; zbMATH DE number 8263081

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English	Invariant measure of approximating method for stochastic functional differential equation	scientific article; zbMATH DE number 8263081

Statements

instance of

scholarly article

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title

Invariant measure of approximating method for stochastic functional differential equation (English)

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author

Shaobo Zhou

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published in

Communications on Applied Mathematics and Computation

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publication date

29 September 2026

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MaRDI profile type

MaRDI publication profile

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cites work

Approximation of invariant measures for regime-switching diffusions

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Invariant probability measures for path-dependent random diffusions

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Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory

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Q4163814

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Introduction to functional differential equations

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Functional differential equations with infinite delay

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Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay

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Foundations of Modern Probability

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The numerical invariant measure of stochastic differential equations with Markovian switching

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Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in \(p\)th moment and stability

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Numerical stationary distribution and its convergence for nonlinear stochastic differential equations

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Stochastic Differential Equations with Markovian Switching

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Numerical method for stationary distribution of stochastic differential equations with Markovian switching

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Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations

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Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions

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Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching

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Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations

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Stability in distribution of neutral stochastic functional differential equations

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Harnack inequalities for functional SDEs with multiplicative noise and applications

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Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality

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Stochastic Lotka–Volterra Population Dynamics with Infinite Delay

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

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Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

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Stability in Distribution of Numerical Solutions for Stochastic Differential Equations

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Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence

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Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching

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Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations

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Identifiers

DOI

10.1007/S42967-025-00513-2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Invariant measure of approximating method for stochastic functional differential equation