Invariant measures for stochastic functional differential equations

DOI10.1214/17-EJP122zbMath1382.34084arXiv1703.05120MaRDI QIDQ1689842

O. A. Butkovsky, Michael K. R. 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

zbMATH Keywords

Lyapunov functioninvariant measurestochastic 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)

Related Items (22)

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 ⋮ Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence ⋮ 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 ⋮ 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 ⋮ Unnamed Item ⋮ Periodic measures of stochastic delay lattice systems ⋮ Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮ Invariant measures of stochastic delay lattice systems ⋮ Stability in distribution of stochastic functional differential equations ⋮ Invariant measures of fractional stochastic delay reaction–diffusion equations on unbounded domains ⋮ Model order reduction for (stochastic-) delay equations with error bounds ⋮ Invariant measure and random attractors for stochastic differential equations with delay

This page was built for publication: Invariant measures for stochastic functional differential equations