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
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On existence and uniqueness of stationary distributions for stochastic delay differential equations with positivity constraints
scientific article; zbMATH DE number 5946908

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    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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