Numerical Invariant Measure and Weak Convergence Analysis in the Infinite Time Horizon

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发表日期：

2026年

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Chuchu Chen,
Tonghe Dang,
Jialin Hong,
Guoting Song

摘要

For the SFDE with either discrete or distributed delay arguments, it is known that the solution is non-Markovian due to the dependence on the past. Hence, the functional solution, which is proved to be Markovian, becomes the focus for studying the existence and uniqueness of the invariant measure of the underlying SFDE.