The authors prove exponential ergodicity in Wasserstein distance for regime-switching neutral stochastic functional differential equations with infinite delay, using coupling for finite states and Lyapunov functions plus M-matrix theory for infinite states.
Ergodicity for neutral type SDEs with infinite length of memory.Mathematische Nachrichten, 293(9):1675–1690, 2020
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Ergodicity for regime-switching neutral stochastic functional differential equations with infinite delay
The authors prove exponential ergodicity in Wasserstein distance for regime-switching neutral stochastic functional differential equations with infinite delay, using coupling for finite states and Lyapunov functions plus M-matrix theory for infinite states.