Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality

DOI10.1016/j.spa.2022.03.008zbMath1498.34223OpenAlexW4220878054WikidataQ115341107 ScholiaQ115341107MaRDI QIDQ2137747

Ya Wang, George Yin, Fuke Wu, Chao Zhu

Publication date: 16 May 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2022.03.008

zbMATH Keywords

ergodicityinfinite delaystochastic functional differential equationasymptotic strong Feller propertynon-Lipschitz coefficientasymptotic log-Harnack inequality

Mathematics Subject Classification ID

Asymptotic theory of functional-differential equations (34K25) Diffusion processes (60J60) Stochastic functional-differential equations (34K50)

Related Items

Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay ⋮ Mean square exponential stability of stochastic function differential equations in the G-framework ⋮ Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay ⋮ Asymptotic stability for a class of switched stochastic delayed differential systems

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