Ergodicity and strong limit results for two-time-scale functional stochastic differential equations

DOI10.1080/07362994.2017.1349613zbMath1388.60076OpenAlexW2754181576MaRDI QIDQ4602036

George Yin, Chenggui Yuan, Jianhai Bao, Qingshuo Song

Publication date: 25 January 2018

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

Full work available at URL: https://doi.org/10.1080/07362994.2017.1349613

zbMATH Keywords

strong limit theoremexponential ergodicityinvariant probability measurefunctional stochastic differential equationtwo time scale

Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Functional limit theorems; invariance principles (60F17) Multiple scale methods for ordinary differential equations (34E13) (L^p)-limit theorems (60F25)

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