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.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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