Invariant measures for stochastic functional differential equations with superlinear drift term

2009/03/11 by Abdelhadi Es--Sarhir, Es--Sarhir, Abdelhadi, Onno van Gaans +3 · 1 citation
Mathematics · #35R60 #47D07 #60H15 #60H20 #Analysis of PDEs (math.AP) #FOS: Mathematics #math.AP #msc:35R60 #msc:47D07 #msc:60H15 #msc:60H20

paper · pdf · doi:10.48550/arxiv.0903.1959

9 pages

arxiv created 2009/03/11 · arxiv updated 2009/12/01

Abstract

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove tightness and Feller property of the segment process to show existence of an invariant measure.

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