Laure Pédèches
Published 2016-07-08Version 1
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.
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
$Φ$-Entropy Inequality and Invariant Probability Measure for SDEs with Jump
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
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