Exponential ergodicity for SDEs under the total variation

Xuhui Peng; Rangrang Zhang

doi:10.1007/s00028-018-0429-3

Exponential ergodicity for SDEs under the total variation

Xuhui Peng, Rangrang Zhang^*

^*此作品的通讯作者

数学学院

Hunan Normal University

科研成果: 期刊稿件 › 文章 › 同行评审

4 引用（Scopus）

摘要

We establish a general criterion which ensures exponential ergodicity of Markov process on R^d. 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.

源语言	英语
页（从-至）	1051-1067
页数	17
期刊	Journal of Evolution Equations
卷	18
期	3
DOI	https://doi.org/10.1007/s00028-018-0429-3
出版状态	已出版 - 1 9月 2018

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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

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Exponential ergodicity for SDEs under the total variation

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