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Ergodicity for neutral type SDEs with infinite length of memory

Authors :
Jianhai Bao
Feng-Yu Wang
Chenggui Yuan
Source :
Mathematische Nachrichten. 293:1675-1690
Publication Year :
2020
Publisher :
Wiley, 2020.

Abstract

In this paper, the weak Harris theorem developed in \cite{HMS11} 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.

Details

ISSN :
15222616 and 0025584X
Volume :
293
Database :
OpenAIRE
Journal :
Mathematische Nachrichten
Accession number :
edsair.doi.dedup.....eaaa1c13d441c5d1bcbee5797058b4a9