On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints

DOI10.1214/EJP.v15-756zbMath1227.34081OpenAlexW2095795746MaRDI QIDQ638285

Michael S. Kinnally, Ruth J. Williams

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlec1fe.html

zbMATH Keywords

stochastic differential equation delay equation stationary distribution normal reflection asymptotic coupling Lyapunov/Razumikhin-type argument

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10)

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