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arXiv 1607.02252math.PR
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一类非马氏随机过程的指数遍历性

Exponential ergodicity for a class of non-Markovian stochastic processes

Laure Pédèches

摘要:

证明了一类有限时滞随机微分方程解的不变概率测度的指数收敛性。这是在这个非马尔可夫设置中使用簇扩展方法完成的,灵感来自[4]或[14]。因此,结果保持小扰动的遍历扩散。

英文摘要:

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster expansion method, inspired from [4] or [14]. As a consequence, the results hold for small perturbations of ergodic diffusions.

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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