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Stationary distributions for retarded stochastic differential equations without dissipativity

Jianhai Bao, George Yin, Chenggui Yuan Orcid Logo

Stochastics, Volume: 89, Issue: 2, Pages: 530 - 549

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1080/17442508.2016.1267180

Abstract

In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations.

Published in: Stochastics
ISSN: 1744-2508 1744-2516
Published: Informa UK Limited 2017
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URI: https://cronfa.swan.ac.uk/Record/cronfa36617
first_indexed 2017-11-06T13:59:43Z
last_indexed 2023-03-14T03:47:08Z
id cronfa36617
recordtype SURis
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spelling 2023-03-13T11:34:06.1957233 v2 36617 2017-11-06 Stationary distributions for retarded stochastic differential equations without dissipativity 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2017-11-06 MACS In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations. Journal Article Stochastics 89 2 530 549 Informa UK Limited 1744-2508 1744-2516 Retarded stochastic differential equation; stationary distribution; variation-of-constants formula; Lévy process 17 2 2017 2017-02-17 10.1080/17442508.2016.1267180 http://dx.doi.org/10.1080/17442508.2016.1267180 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University RCUK,COAF,Institution 2023-03-13T11:34:06.1957233 2017-11-06T09:43:30.0446345 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 George Yin 2 Chenggui Yuan 0000-0003-0486-5450 3
title Stationary distributions for retarded stochastic differential equations without dissipativity
spellingShingle Stationary distributions for retarded stochastic differential equations without dissipativity
Chenggui Yuan
title_short Stationary distributions for retarded stochastic differential equations without dissipativity
title_full Stationary distributions for retarded stochastic differential equations without dissipativity
title_fullStr Stationary distributions for retarded stochastic differential equations without dissipativity
title_full_unstemmed Stationary distributions for retarded stochastic differential equations without dissipativity
title_sort Stationary distributions for retarded stochastic differential equations without dissipativity
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Jianhai Bao
George Yin
Chenggui Yuan
format Journal article
container_title Stochastics
container_volume 89
container_issue 2
container_start_page 530
publishDate 2017
institution Swansea University
issn 1744-2508
1744-2516
doi_str_mv 10.1080/17442508.2016.1267180
publisher Informa UK Limited
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id 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
url http://dx.doi.org/10.1080/17442508.2016.1267180
document_store_str 0
active_str 0
description In this paper, we use variation of constants formula to investigate the stationary distribution for stochastic differential delay equations. Under certain conditions (without dissipative conditions) we prove the existence and uniqueness for stochastic differential delay equations.
published_date 2017-02-17T04:19:41Z
_version_ 1821377751190339584
score 11.04748

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