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Ergodicity for neutral type SDEs with infinite length of memory
Author(s) -
Bao Jianhai,
Wang FengYu,
Yuan Chenggui
Publication year - 2020
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.201800539
Subject(s) - ergodicity , mathematics , type (biology) , range (aeronautics) , exponential type , coupling (piping) , pure mathematics , exponential function , mathematical analysis , statistics , ecology , biology , mechanical engineering , materials science , engineering , composite material
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.