Butkovsky, Oleg; Scheutzow, Michael Invariant measures for stochastic functional differential equations. (English) Zbl 1382.34084 Electron. J. Probab. 22, Paper No. 98, 23 p. (2017). Summary: We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and exponential or subexponential convergence to the equilibrium. The obtained conditions extend the Veretennikov-Khasminskii conditions for SDEs and are optimal in a certain sense. Cited in 15 Documents MSC: 34K50 Stochastic functional-differential equations 37L40 Invariant measures for infinite-dimensional dissipative dynamical systems 60J60 Diffusion processes Keywords:stochastic functional differential equations; invariant measure; Lyapunov function; Veretennikov-Khasminskii condition PDF BibTeX XML Cite \textit{O. Butkovsky} and \textit{M. Scheutzow}, Electron. J. Probab. 22, Paper No. 98, 23 p. (2017; Zbl 1382.34084) Full Text: DOI arXiv Euclid OpenURL