Invariant measures for stochastic functional differential equations with superlinear drift term

Details Invariant measures for stochastic functional differential equations with superlinear drift term Invariant measures for stochastic functional differential equations with superlinear drift term

2009-03-11

arxiv.org/abs/0903.1959v1

Mathematics

Analysis of PDEs

9 pages

Scientific paper

We consider a stochastic functional differential equation with an arbitrary
Lipschitz diffusion coefficient depending on the past. The drift part contains
a term with superlinear growth and satisfying a dissipativity condition. We
prove tightness and Feller property of the segment process to show existence of
an invariant measure.

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