Long time behaviour and stationary regime of memory gradient diffusions

DOI10.1214/12-AIHP536zbMath1299.60092OpenAlexW4291018949MaRDI QIDQ2451112

Sébastien Gadat, Fabien Panloup

Publication date: 26 May 2014

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/1395856141

zbMATH Keywords

long-time behaviorLyapunov conditionsNon-Markovian diffusions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Lyapunov and storage functions (93D30) Diffusion processes (60J60)

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