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- W2143142424 abstract "This paper establishes ergodic properties for Markovian semigroups generated by segment processes associated with several classes of retarded stochastic differential equations (SDEs) with constant/variable/distributed time lags. It derives exponential ergodicity for (a) retarded SDEs by the Arzela–Ascoli tightness characterization of the space equipped with the uniform topology, (b) neutral SDEs with continuous sample paths by a generalized Razumikhin-type argument and a stability-in-distribution approach, and (c) retarded SDEs driven by jump processes using the Kurtz criterion of tightness for the space endowed with the Skorohod topology." @default.
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- W2143142424 date "2014-09-02" @default.
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- W2143142424 title "Exponential ergodicity for retarded stochastic differential equations" @default.
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- W2143142424 doi "https://doi.org/10.1080/00036811.2014.952291" @default.
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