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arXiv 0903.1959math.AP
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具有超线性漂移项的随机泛函微分方程的不变测度

Invariant measures for stochastic functional differential equations with superlinear drift term

Abdelhadi Es--Sarhir, Onno van Gaans, Michael Scheutzow

摘要:

考虑一类随机泛函微分方程,其Lipschitz扩散系数为任意依赖于过去的。漂移部分包含一个具有超线性增长并满足耗散性条件的项。我们证明了分段过程的紧性和Feller性质,从而证明了一个不变测度的存在性。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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