Invariant measures for stochastic functional differential equations with superlinear drift term

Es--Sarhir, Abdelhadi; van Gaans, Onno; Scheutzow, Michael

Invariant measures for stochastic functional differential equations with superlinear drift term

Authors

Es--Sarhir, Abdelhadi

van Gaans, Onno

Scheutzow, Michael

Description

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.
9 pages