Ergodicity for neutral type SDEs with infinite length of memory
نویسندگان
چکیده
منابع مشابه
Pathwise Accuracy and Ergodicity of Metropolized Integrators for SDEs
Metropolized integrators for ergodic stochastic differential equations (SDEs) are proposed that (1) are ergodic with respect to the (known) equilibrium distribution of the SDEs and (2) approximate pathwise the solutions of the SDEs on finitetime intervals. Both these properties are demonstrated in the paper, and precise strong error estimates are obtained. It is also shown that the Metropolized...
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ژورنال
عنوان ژورنال: Mathematische Nachrichten
سال: 2020
ISSN: 0025-584X,1522-2616
DOI: 10.1002/mana.201800539