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Ergodicity for neutral type SDEs with infinite length of memory

Jianhai Bao, Feng-yu Wang Orcid Logo, Chenggui Yuan Orcid Logo

Mathematische Nachrichten

Swansea University Authors: Jianhai Bao, Feng-yu Wang Orcid Logo, Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1002/mana.201800539

Published in: Mathematische Nachrichten
ISSN: 0025-584X 1522-2616
Published: Wiley 2020
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa51765
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Keywords: ergodicity, infinite memory, neutral type stochastic differential equation, weak Harris’theorem, Wasserstein coupling
College: Faculty of Science and Engineering