Invariant measures for stochastic functional differential equations with superlinear drift term
Analysis of PDEs
2009-03-12 v1
Abstract
We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove tightness and Feller property of the segment process to show existence of an invariant measure.
Cite
@article{arxiv.0903.1959,
title = {Invariant measures for stochastic functional differential equations with superlinear drift term},
author = {Abdelhadi Es--Sarhir and Onno van Gaans and Michael Scheutzow},
journal= {arXiv preprint arXiv:0903.1959},
year = {2009}
}
Comments
9 pages