{
  "id": "1607.02252",
  "version": "v1",
  "published": "2016-07-08T06:48:18.000Z",
  "updated": "2016-07-08T06:48:18.000Z",
  "title": "Exponential ergodicity for a class of non-Markovian stochastic processes",
  "authors": [
    "Laure Pédèches"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-07-08T06:48:18.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "non-markovian stochastic processes",
      "exponential ergodicity",
      "stochastic differential equations",
      "invariant probability measure",
      "cluster expansion method"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}