Ergodicity for functional stochastic differential equations and applications

DOI10.1016/j.na.2013.12.001zbMath1292.60058OpenAlexW2021647492MaRDI QIDQ2438291

Jianhai Bao, Chenggui Yuan, George Yin

Publication date: 11 March 2014

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2013.12.001

zbMATH Keywords

stochastic optimizationstochastic approximationergodicityinvariant measurefunctional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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