Journal article 982 views
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
Jianhai Bao,
Qingshuo Song,
George Yin,
Chenggui Yuan 
Stochastic Analysis and Applications, Volume: 35, Issue: 6, Pages: 1030 - 1046
Swansea University Authors:
Jianhai Bao, Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/07362994.2017.1349613
Abstract
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
| Published in: | Stochastic Analysis and Applications |
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| ISSN: | 0736-2994 1532-9356 |
| Published: |
Taylor & Francis
2017
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa23974 |
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| Keywords: |
Two time scale, functional stochastic differential equation, exponential ergodicity, invariant probability measure, strong limit theorem |
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| College: |
Faculty of Science and Engineering |
| Funders: |
The research of J. Bao was supported in part by the National Natural Science Foundation of China under grant No. 11401592 and EU funds. The research of Q. Song was supported in part by the Research Grants Council of Hong Kong under grant No. CityU 103310. The research of G. Yin was supported in part by the Army Research Office under grant W911NF-15-1-0218. The research of C. Yuan was supported in part by the EPSRC and NERC. |
| Issue: |
6 |
| Start Page: |
1030 |
| End Page: |
1046 |