January/February 2010 Invariant measures for stochastic functional differential equations with superlinear drift term
Abdelhadi Es-Sarhir, Michael Scheutzow, Onno van Gaans
Differential Integral Equations 23(1/2): 189-200 (January/February 2010). DOI: 10.57262/die/1356019393

Abstract

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.

Citation

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Abdelhadi Es-Sarhir. Michael Scheutzow. Onno van Gaans. "Invariant measures for stochastic functional differential equations with superlinear drift term." Differential Integral Equations 23 (1/2) 189 - 200, January/February 2010. https://doi.org/10.57262/die/1356019393

Information

Published: January/February 2010
First available in Project Euclid: 20 December 2012

zbMATH: 1240.34396
MathSciNet: MR2588808
Digital Object Identifier: 10.57262/die/1356019393

Subjects:
Primary: 35R60 , 47D07 , 60H15 , 60H20

Rights: Copyright © 2010 Khayyam Publishing, Inc.

Vol.23 • No. 1/2 • January/February 2010
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