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arXiv · 0903.1959

Invariant measures for stochastic functional differential equations with superlinear drift term

Abdelhadi Es--Sarhir·Onno van Gaans·Michael Scheutzow
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Abstract

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove tightness and Feller property of the segment process to show existence of an invariant measure.

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Abdelhadi Es--Sarhir, Onno van Gaans, Michael Scheutzow. 2009-03-11. Invariant measures for stochastic functional differential equations with superlinear drift term. https://arxiv.org/abs/0903.1959

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