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arXiv · 1805.03431

Ergodicity for Neutral Type SDEs with Infinite Length of Memory

Jianhai Bao·Feng-Yu Wang·Chenggui Yuan
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Abstract

In this paper, the weak Harris theorem developed in \cite{HMS11} is illustrated by using a straightforward Wasserstein coupling, which implies the exponential ergodicity of the functional solutions to a range of neutral type SDEs with infinite length of memory. A concrete example is presented to illustrate the main result.

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Jianhai Bao, Feng-Yu Wang, Chenggui Yuan. 2018-05-09. Ergodicity for Neutral Type SDEs with Infinite Length of Memory. https://arxiv.org/abs/1805.03431

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