Exponential ergodicity for a class of non-Markovian stochastic processes - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2016

Exponential ergodicity for a class of non-Markovian stochastic processes

Résumé

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.
Fichier principal
Vignette du fichier
CE_v10.pdf (646.66 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01343009 , version 1 (07-07-2016)

Identifiants

Citer

Laure Pédèches. Exponential ergodicity for a class of non-Markovian stochastic processes. 2016. ⟨hal-01343009⟩
90 Consultations
177 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More