Exponential ergodicity for a class of non-Markovian stochastic processes
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Publication:783281
Abstract: We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster expansion method, inspired from [4] or [14]. As a consequence, the results hold for small perturbations of ergodic diffusions.
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Cited in
(9)- scientific article; zbMATH DE number 5120850 (Why is no real title available?)
- Exponential ergodicity of a degenerate age-size piecewise deterministic process
- Exponential ergodicity of the bouncy particle sampler
- Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
- Exponential ergodicity for general continuous-state nonlinear branching processes
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- Ergodicity Coefficients for Higher-Order Stochastic Processes
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