Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151346 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
In this note, by the weak convergence approach, we investigate stability in distribution for a range of neutral stochastic functional differential equations. As a byproduct, our result derived also implies existence of invariant measure of the semigroup generated by the segment process. Last but not least, we close some gaps of Lemma 2, and improve greatly Lemma 4 due to Hu and Wang (2012).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Li Tan, Wei Jin, Yongqiang Suo,