Article ID Journal Published Year Pages File Type
1151346 Statistics & Probability Letters 2015 10 Pages PDF
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
, , ,