Electronic Journal of Probability · 2017 · 40 citations · 19 references
EngineeringMathematicsDifferential EquationsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsStochastic Systems ModelingWeak ConvergenceConditionsConvergenceInvariant MeasuresOptimal Control Of Stochastic SystemsStochastic Differential Systems
We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and exponential or subexponential convergence to the equilibrium. The obtained conditions extend the Veretennikov–Khasminskii conditions for SDEs and are optimal in a certain sense.
19