Exponential ergodicity for retarded stochastic differential equations

DOI10.1080/00036811.2014.952291zbMath1314.60110arXiv1306.3585WikidataQ58283799 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 measure; Markovian semigroups; Skorohod metric; exponential ergodicity; uniform metric; retarded stochastic differential equations

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

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

47D07: Markov semigroups and applications to diffusion processes

39B82: Stability, separation, extension, and related topics for functional equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

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