Ergodicity for Neutral Type SDEs with Infinite Length of Memory
Probability
2018-05-23 v3
Abstract
In this paper, the weak Harris theorem developed in \cite{HMS11} is illustrated by using a straightforward Wasserstein coupling, which implies the exponential ergodicity of the functional solutions to a range of neutral type SDEs with infinite length of memory. A concrete example is presented to illustrate the main result.
Keywords
Cite
@article{arxiv.1805.03431,
title = {Ergodicity for Neutral Type SDEs with Infinite Length of Memory},
author = {Jianhai Bao and Feng-Yu Wang and Chenggui Yuan},
journal= {arXiv preprint arXiv:1805.03431},
year = {2018}
}