  We discuss the ergodic properties of quasi-Markovian stochastic differential
equations, providing general conditions that ensure existence and uniqueness of
a smooth invariant distribution and exponential convergence of the evolution
operator in suitably weighted $L^{\infty}$ spaces, which implies the validity
of central limit theorem for the respective solution processes. The main new
result is an ergodicity condition for the generalized Langevin equation with
configuration-dependent noise and (non-)conservative force.
