Ergodicity for Neutral Type SDEs with Infinite Length of Memory
classification
🧮 math.PR
keywords
ergodicityinfinitelengthmemoryneutralsdestypecite
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In this paper, the weak Harris theorem developed in \cite{HMS11} is illustrated by using a straightforward Wasserstein coupling, which implies the exponential ergodicity of the functional solutions to a range of neutral type SDEs with infinite length of memory. A concrete example is presented to illustrate the main result.
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