Invariant measures for stochastic functional differential equations with superlinear drift term

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dc.creatorEs--Sarhir, Abdelhadi
dc.creatorvan Gaans, Onno
dc.creatorScheutzow, Michael
dc.date2009-03-11
dc.date.accessioned2026-07-07T12:51:36Z
dc.date.available2026-07-07T12:51:36Z
dc.descriptionWe 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.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/0903.1959
dc.identifierhttp://arxiv.org/abs/0903.1959
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/223043
dc.subjectAnalysis of PDEs
dc.subject35R60, 60H15, 60H20, 47D07
dc.titleInvariant measures for stochastic functional differential equations with superlinear drift term
dc.typetext

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