Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

DOI10.1214/10-AIHP396zbMATH Open1278.34093OpenAlexW1974270215MaRDI QIDQ1944672FDOQ1944672

Yanyan Li

Publication date: 26 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1317906504

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]stabilitysemimartingaleinvariant measuredelay equationtightnessSkorohod spacevariation-of-constants formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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Cited In (3)

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• Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula
• Limiting behavior of invariant measures of stochastic delay lattice systems

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