Ergodicity for neutral type SDEs with infinite length of memory

DOI10.1002/mana.201800539OpenAlexW2996467485MaRDI QIDQ5126257

Chenggui Yuan, Jianhai Bao, Feng-Yu Wang

Publication date: 16 October 2020

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.03431

zbMATH Keywords

ergodicityinfinite memoryneutral type stochastic differential equationWasserstein couplingweak Harris' theorem

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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