Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations

2009/10/30 by Martin Hairer, M. Hairer, Jonathan C. Mattingly +3 · 5 citations
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Bounded function #Discrete mathematics #Ergodic theory #Ergodicity #Invariant measure #Law #Lyapunov function #Markov Chains and Monte Carlo Methods #Markov chain #Mathematical analysis #Mathematics #Norm (philosophy) #Pure mathematics #Stochastic differential equation #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.1007/s00440-009-0250-6

openalex publication_date 2009/10/30 · crossref created 2009/10/30 · crossref issued 2009/10/31 · crossref published 2009/10/31 · crossref published-online 2009/10/31 · crossref published-print 2011/02/01 · crossref deposited 2022/05/09 · openalex created_date 2025/10/10 · crossref indexed 2026/08/03 · openalex updated_date 2026/08/04

Citations

• Topics in Optimal Transportation
• Existence and uniqueness of solutions of stochastic functional differential equations

Cited by

• Ergodicity in randomly forced Rayleigh–Bénard convection
• Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
• Isometric study of Wasserstein spaces – the real line
• The Small-Mass Limit and White-Noise Limit of an Infinite Dimensional Generalized Langevin Equation
• Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions