INVARIANT MEASURES FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH SUPERLINEAR DRIFT TERM

被引：2

作者：

Es-Sarhir, Abdelhadi ^{[1
]}

Scheutzow, Michael ^{[1
]}

van Gaans, Onno ^{[2
]}

机构：

[1] Tech Univ Berlin, Fak 2, Inst Math, D-10623 Berlin, Germany

[2] Leiden Univ, Math Inst, NL-2300 RA Leiden, Netherlands

来源：

DIFFERENTIAL AND INTEGRAL EQUATIONS | 2010年 / 23卷 / 1-2期

关键词：

STATIONARY SOLUTIONS; BEHAVIOR;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a stochastic functional differential equation with an arbitiary 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

引用

页码：189 / 200

页数：12

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