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Stationary distributions for retarded stochastic differential equations without dissipativity
Jianhai Bao,
George Yin,
Chenggui Yuan 
Stochastics, Volume: 89, Issue: 2, Pages: 530 - 549
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/17442508.2016.1267180
Abstract
In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations.
| Published in: | Stochastics |
|---|---|
| ISSN: | 1744-2508 1744-2516 |
| Published: |
Informa UK Limited
2017
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa36617 |
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| Abstract: |
In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations. |
|---|---|
| Keywords: |
Retarded stochastic differential equation; stationary distribution; variation-of-constants formula; Lévy process |
| College: |
Faculty of Science and Engineering |
| Issue: |
2 |
| Start Page: |
530 |
| End Page: |
549 |