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Stationary Distributions for Retarded Stochastic Differential Equations without Dissipativity
Jianhai Bao, George Yin, Chenggui Yuan
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use…
Exponential Mixing for Retarded Stochastic Differential Equations
Jianhai Bao, George Yin, Leyi Wang +1
In this paper, we discuss exponential mixing property for Markovian semigroups generated by segment processes associated with several class of retarded Stochastic Differential Equa…
Numerical Approximation of Stationary Distribution for SPDEs
Jianhai Bao, Chenggui Yuan
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a…
Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure
Lijun Bo, Chenggui Yuan
In this paper, we consider a class of multi-dimensional stochastic delay differential equations with jump reflection. Based on existence and uniqueness of the strong solution to th…