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Ergodicity for neutral type SDEs with infinite length of memory
Mathematische Nachrichten ( IF 0.8 ) Pub Date : 2020-06-24 , DOI: 10.1002/mana.201800539
Jianhai Bao 1, 2 , Feng‐Yu Wang 1, 2 , Chenggui Yuan 2
Affiliation  

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.

中文翻译:

具有无限长内存的中性型 SDE 的遍历性

在本文中,\cite{HMS11} 中开发的弱哈里斯定理通过使用直接的 Wasserstein 耦合来说明,这意味着对具有无限长度记忆的一系列中性型 SDE 的函数解的指数遍历性。给出了一个具体的例子来说明主要结果。
更新日期:2020-06-24
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