Ergodicity for neutral type SDEs with infinite length of memory

Jianhai Bao, Feng‐Yu Wang and Chenggui Yuan

Mathematische Nachrichten, 2020, vol. 293, issue 9, 1675-1690

Abstract: In this paper, the weak Harris theorem developed in [18] 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.

Date: 2020
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