Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

DOI10.1016/J.JDE.2016.10.006zbMATH Open1418.34151OpenAlexW2535231645MaRDI QIDQ729902FDOQ729902

Fuke Wu, Hongwei Mei, George Yin

Publication date: 22 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2016.10.006

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• scientific article
• scientific article
• Stochastic functional differential equations with infinite delay

zbMATH Keywords

invariant measureadaptivityinfinite delayMarkov propertystochastic functional differential equationsolution map

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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Cited In (40)

• Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
• Invariant measures of fractional stochastic delay reaction–diffusion equations on unbounded domains
• The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays
• Stability in distribution of stochastic functional differential equations
• Weak mean attractors and invariant measures for stochastic Schrödinger delay lattice systems
• An averaging principle for two-time-scale stochastic functional differential equations
• Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Exponential ergodicity for stochastic functional differential equations with Markovian switching
• Poisson stable solutions and solution maps for stochastic functional differential equations
• Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay
• Practical stability of stochastic functional differential equations with infinite delay
• Fast-slow-coupled stochastic functional differential equations
• Title not available (Why is that?)
• Periodic measures of impulsive stochastic differential equations
• Poisson stable solutions for stochastic functional evolution equations with infinite delay
• Stationary distribution of stochastic population dynamics with infinite delay
• Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
• Title not available (Why is that?)
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• Invariant measures of stochastic delay lattice systems
• Stepanov-like doubly weighted pseudo almost automorphic mild solutions for fractional stochastic neutral functional differential equations
• Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
• Existence, exponential mixing and convergence of periodic measures of fractional stochastic delay reaction-diffusion equations on \(\mathbb{R}^n\)
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• On \(\beta\)-extinction and stability of a stochastic Lotka-Volterra system with infinite delay
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Hybrid stochastic functional differential equations with infinite delay: approximations and numerics
• Wasserstein convergence rate of invariant measures for stochastic Schrödinger delay lattice systems
• Numerical solutions of regime-switching functional diffusions with infinite delay
• Periodic measures of stochastic delay lattice systems
• Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay
• On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion
• Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay
• Limiting behavior of invariant measures of stochastic delay lattice systems
• A stochastic delayed SIS epidemic model with Holling type II incidence rate
• Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
• Existence and uniqueness theorems for periodic Markov process and applications to stochastic functional differential equations
• Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
• EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY IN L^p(Ω, C_h)

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