A stochastic perturbation of Wright's delay equation with bounded Lipschitz noise admits a trivial invariant measure at -1 and a nontrivial invariant measure supported on (-1, infinity).
Wright (1955)
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Stochastic Wright's Equation: Existence of Invariant Measures
A stochastic perturbation of Wright's delay equation with bounded Lipschitz noise admits a trivial invariant measure at -1 and a nontrivial invariant measure supported on (-1, infinity).