Limit theorems for additive functionals of stochastic functional differential equations with infinite delay

Ergodicity for neutral type SDEs with infinite length of memory

(2020) Jianhai Bao et al.   MATHEMATISCHE NACHRICHTEN

A useful version of the central limit theorem for a general class of Markov chains

(2019) Dawid Czapla et al.   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory

(2018) Jianhai Bao et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

(2017) Fuke Wu et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

Hypercontractivity for functional stochastic differential equations

(2015) Jianhai Bao et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

The law of the iterated logarithm for passive tracer in a two-dimensional flow

(2014) Tomasz Komorowski et al.   JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES

Central limit theorem for Markov processes with spectral gap in the Wasserstein metric

(2012) Tomasz Komorowski et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

An invariance principle for the law of the iterated logarithm for some Markov chains

(2012) W. Bołt et al.   STUDIA MATHEMATICA