Invariant measures for stochastic functional differential equations
Copyright policy )Invariant measures for stochastic functional differential equations
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.
25 pages
- Technical University of Berlin Germany
- Technion – Israel Institute of Technology Israel
- Mathematical Sciences Research Institute United States
Lyapunov function, invariant measure, Invariant measures for infinite-dimensional dissipative dynamical systems, Probability (math.PR), Stochastic functional-differential equations, 34K50, 37L40, stochastic functional differential equations, 34K50, 60H10, FOS: Mathematics, Veretennikov-Khasminskii condition, Veretennikov–Khasminskii condition, Diffusion processes, Mathematics - Probability, 60J60
Lyapunov function, invariant measure, Invariant measures for infinite-dimensional dissipative dynamical systems, Probability (math.PR), Stochastic functional-differential equations, 34K50, 37L40, stochastic functional differential equations, 34K50, 60H10, FOS: Mathematics, Veretennikov-Khasminskii condition, Veretennikov–Khasminskii condition, Diffusion processes, Mathematics - Probability, 60J60
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).23 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!