On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints (Q638285)
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scientific article; zbMATH DE number 5946908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints |
scientific article; zbMATH DE number 5946908 |
Statements
On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints (English)
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9 September 2011
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stochastic differential equation
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delay equation
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stationary distribution
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normal reflection
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Lyapunov/Razumikhin-type argument
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asymptotic coupling
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