Limit theorems for additive functionals of stochastic functional differential equations with infinite delay

DOI10.1016/J.JDE.2021.11.011zbMath1481.60073OpenAlexW3213359040MaRDI QIDQ2054019

Fuke Wu, Chao Zhu, Ya Wang

Publication date: 30 November 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2021.11.011

zbMATH Keywords

strong law of large numberslaw of the iterated logarithmcentral limit theoremnon-Lipschitz conditionsstochastic functional differential equations with infinite delay

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching ⋮ Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization ⋮ Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ Asymptotic stability for a class of switched stochastic delayed differential systems

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