Ergodicity for functional stochastic differential equations and applications
From MaRDI portal
Publication:2438291
DOI10.1016/j.na.2013.12.001zbMath1292.60058MaRDI QIDQ2438291
Jianhai Bao, Chenggui Yuan, George Yin
Publication date: 11 March 2014
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.12.001
stochastic optimization; stochastic approximation; ergodicity; invariant measure; functional stochastic differential equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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