Ergodicity for neutral type SDEs with infinite length of memory. Issue 9 (24th June 2020)
- Record Type:
- Journal Article
- Title:
- Ergodicity for neutral type SDEs with infinite length of memory. Issue 9 (24th June 2020)
- Main Title:
- Ergodicity for neutral type SDEs with infinite length of memory
- Authors:
- Bao, Jianhai
Wang, Feng‐Yu
Yuan, Chenggui - Abstract:
- Abstract: In this paper, the weak Harris theorem developed in [18] 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.
- Is Part Of:
- Mathematische Nachrichten. Volume 293:Issue 9(2020)
- Journal:
- Mathematische Nachrichten
- Issue:
- Volume 293:Issue 9(2020)
- Issue Display:
- Volume 293, Issue 9 (2020)
- Year:
- 2020
- Volume:
- 293
- Issue:
- 9
- Issue Sort Value:
- 2020-0293-0009-0000
- Page Start:
- 1675
- Page End:
- 1690
- Publication Date:
- 2020-06-24
- Subjects:
- ergodicity -- infinite memory -- neutral type stochastic differential equation -- weak Harris' theorem -- Wasserstein coupling
Mathematics -- Periodicals
510.5 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1522-2616 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1002/mana.201800539 ↗
- Languages:
- English
- ISSNs:
- 0025-584X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 5410.400000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 13925.xml