Exponential growth rate for a singular linear stochastic delay differential equation

DOI10.3934/dcdsb.2013.18.1683zbMath1281.34127arXiv1201.2599OpenAlexW2964294037MaRDI QIDQ379007

Michael K. R. Scheutzow

Publication date: 12 November 2013

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.2599

zbMATH Keywords

invariant measurestochastic delay equationexponential growth rateasymptotic couplingFürstenberg-Khasminskii formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)

Related Items (3)

A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces ⋮ Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations ⋮ Atomic operators, random dynamical systems and invariant measures

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