{
  "id": "1501.06186",
  "version": "v1",
  "published": "2015-01-25T17:27:27.000Z",
  "updated": "2015-01-25T17:27:27.000Z",
  "title": "Hypercontractivity and Its Applications for Functional SDEs of Neutral Type",
  "authors": [
    "Jianhai Bao",
    "Chenggui Yuan"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we discuss hypercontractivity for the Markov semigroup $P_t$ which is generated by segment processes associated with a range of functional SDEs of neutral type. As applications, we also reveal that the semigroup $P_t$ converges exponentially to its unique invariant probability measure $\\mu$ in entropy, $L^2 (\\mu)$ and $\\|\\cdot\\|_{\\mbox{var}}$, respectively.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-01-25T17:27:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65G17",
      "65G60"
    ],
    "keywords": [
      "neutral type",
      "functional sdes",
      "hypercontractivity",
      "applications",
      "unique invariant probability measure"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150106186B"
    }
  }
}