Journal article 983 views
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
Stochastic Analysis and Applications, Volume: 35, Issue: 6, Pages: 1030 - 1046
Swansea University Authors: Jianhai Bao, Chenggui Yuan
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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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2015-10-27T01:55:21Z |
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2024-11-14T11:25:23Z |
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2024-10-02T14:59:11.5811530 v2 23974 2015-10-26 Ergodicity and strong limit results for two-time-scale functional stochastic differential equations 2b38fd6b16f6dffbaaf54f57509ad22d Jianhai Bao Jianhai Bao true false 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-26 MACS Journal Article Stochastic Analysis and Applications 35 6 1030 1046 Taylor & Francis 0736-2994 1532-9356 Two time scale, functional stochastic differential equation, exponential ergodicity, invariant probability measure, strong limit theorem 13 9 2017 2017-09-13 10.1080/07362994.2017.1349613 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 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. 2024-10-02T14:59:11.5811530 2015-10-26T10:26:48.1705630 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 Qingshuo Song 2 George Yin 3 Chenggui Yuan 0000-0003-0486-5450 4 |
title |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
spellingShingle |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations Jianhai Bao Chenggui Yuan |
title_short |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
title_full |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
title_fullStr |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
title_full_unstemmed |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
title_sort |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations |
author_id_str_mv |
2b38fd6b16f6dffbaaf54f57509ad22d 22b571d1cba717a58e526805bd9abea0 |
author_id_fullname_str_mv |
2b38fd6b16f6dffbaaf54f57509ad22d_***_Jianhai Bao 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
author |
Jianhai Bao Chenggui Yuan |
author2 |
Jianhai Bao Qingshuo Song George Yin Chenggui Yuan |
format |
Journal article |
container_title |
Stochastic Analysis and Applications |
container_volume |
35 |
container_issue |
6 |
container_start_page |
1030 |
publishDate |
2017 |
institution |
Swansea University |
issn |
0736-2994 1532-9356 |
doi_str_mv |
10.1080/07362994.2017.1349613 |
publisher |
Taylor & Francis |
college_str |
Faculty of Science and Engineering |
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|
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facultyofscienceandengineering |
hierarchy_top_title |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
hierarchy_parent_title |
Faculty of Science and Engineering |
department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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published_date |
2017-09-13T00:54:36Z |
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1821364848700686336 |
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11.04748 |