Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations

DOI10.1016/j.spa.2016.04.003zbMath1351.34098OpenAlexW2341320700MaRDI QIDQ311994

Fuke Wu, Hongwei Mei, George Yin

Publication date: 13 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.spa.2016.04.003

zbMATH Keywords

ergodicityrecurrenceinfinite delaystochastic integro-differential equationweak sense Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations in abstract spaces (34K30) Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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