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

DOI10.1214/10-AIHP396zbMath1278.34093MaRDI QIDQ1944672

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

stability; invariant measure; tightness; delay equation; Lévy process; semimartingale; variation-of-constants formula; Skorohod space

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G48: Generalizations of martingales

34K50: Stochastic functional-differential equations

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