{ "id": "1703.05120", "version": "v1", "published": "2017-03-15T12:27:37.000Z", "updated": "2017-03-15T12:27:37.000Z", "title": "Invariant measures for stochastic functional differential equations", "authors": [ "Oleg Butkovsky", "Michael Scheutzow" ], "categories": [ "math.PR" ], "abstract": "We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and for exponential or subexponential convergence to the equilibrium. The obtained conditions extend Veretennikov--Khasminskii conditions for SDEs and are optimal in a certain sense.", "revisions": [ { "version": "v1", "updated": "2017-03-15T12:27:37.000Z" } ], "analyses": { "subjects": [ "34K50", "60H10" ], "keywords": [ "stochastic functional differential equations", "invariant measure", "conditions extend veretennikov-khasminskii conditions", "general sufficient conditions", "subexponential convergence" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }