B. Shi, Y. Wang, F. Wu, Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization, SIAM Journal on Control and Optimization，60 (5) (2022): 2658-2683.
Release time:2023-11-14
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- Pre One:Y. Wang, F. Wu, G. Yin, C. Zhu, Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality, Stochastic Processes and their Applications, 149 (2022), 1-38.
- Next One:Y. Wang, F. Wu, G. Yin, Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay, Proceedings of the American Mathematical Society, 150 (2022), 4037-4051.