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.
Generalized couplings and ergodic rates for SPDEs and other Markov models.The Annals of Applied Probability, 30(1):1–39
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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.