Exponential ergodicity for retarded stochastic differential equations

DOI10.1080/00036811.2014.952291zbMath1314.60110arXiv1306.3585OpenAlexW2143142424WikidataQ58283799 ScholiaQ58283799MaRDI QIDQ2933120

Chenggui Yuan, George Yin, Jianhai Bao, L. Y. Wang

Publication date: 10 December 2014

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3585

zbMATH Keywords

invariant measureMarkovian semigroupsSkorohod metricexponential ergodicityuniform metricretarded stochastic differential equations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Stability, separation, extension, and related topics for functional equations (39B82) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (13)

Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity ⋮ Governing equations for probability densities of stochastic differential equations with discrete time delays ⋮ Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality ⋮ Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations ⋮ Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations ⋮ Exponential ergodicity for stochastic functional differential equations with Markovian switching ⋮ Stability in distribution of neutral stochastic functional differential equations ⋮ Weak mean attractors and invariant measures for stochastic Schrödinger delay lattice systems ⋮ Ergodic Approximation to Chemical Reaction System with Delay ⋮ Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps ⋮ Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity ⋮ Exponential convergence for functional SDEs with Hölder continuous drift ⋮ Stability in distribution of stochastic functional differential equations

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