Abstract
We establish a general criterion which ensures exponential ergodicity of Markov process on Rd. Compared with the classical irreducible condition, we only require a weak form of irreducibility given by Hairer and Mattingly (Ann Probab 36(6):2050–2091, 2008). Applying our criterion to stochastic differential equations driven by Lévy noise, we obtain the exponential ergodicity. Our noise can be more degenerate than the existing results.
Original language | English |
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Pages (from-to) | 1051-1067 |
Number of pages | 17 |
Journal | Journal of Evolution Equations |
Volume | 18 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Sept 2018 |
Keywords
- Coupling method
- Ergodic
- Exponential mixing
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Peng, X., & Zhang, R. (2018). Exponential ergodicity for SDEs under the total variation. Journal of Evolution Equations, 18(3), 1051-1067. https://doi.org/10.1007/s00028-018-0429-3