Invariant measures for stochastic functional differential equations
Probability
2017-11-01 v2
Abstract
We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and for exponential or subexponential convergence to the equilibrium. The obtained conditions extend Veretennikov--Khasminskii conditions for SDEs and are optimal in a certain sense.
Cite
@article{arxiv.1703.05120,
title = {Invariant measures for stochastic functional differential equations},
author = {Oleg Butkovsky and Michael Scheutzow},
journal= {arXiv preprint arXiv:1703.05120},
year = {2017}
}
Comments
25 pages