Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

DOI10.1214/10-AIHP396zbMath1278.34093OpenAlexW1974270215MaRDI QIDQ1944672

Yanyan Li

Publication date: 26 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1317906504

zbMATH Keywords

stabilityinvariant measuretightnessdelay equationLévy processsemimartingalevariation-of-constants formulaSkorohod space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic functional-differential equations (34K50)

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