Back to Search
Start Over
Ergodicity for neutral type SDEs with infinite length of memory
- 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.
- Subjects :
- Pure mathematics
General Mathematics
Probability (math.PR)
010102 general mathematics
Ergodicity
Type (model theory)
Coupling (probability)
01 natural sciences
010101 applied mathematics
Range (mathematics)
Exponential ergodicity
FOS: Mathematics
0101 mathematics
Mathematics - Probability
Mathematics
Subjects
Details
- ISSN :
- 15222616 and 0025584X
- Volume :
- 293
- Database :
- OpenAIRE
- Journal :
- Mathematische Nachrichten
- Accession number :
- edsair.doi.dedup.....eaaa1c13d441c5d1bcbee5797058b4a9