Exponential ergodicity of non-Lipschitz stochastic differential equations

被引：0

作者：

Zhang, Xicheng ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Hubei, Peoples R China

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2009年 / 137卷 / 01期

关键词：

strong Feller property; irreducibility; ergodicity; spectral gap; non-Lipschitz stochastic differential equation; FLOWS; SDES;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Using the coupling method and Girsanov's theorem, we study the strong Feller property and irreducibility for the transition probabilities of stochastic differential equations with non-Lipschitz and monotone coefficients. Then, the exponential ergodicity and the spectral gap for the corresponding transition semigroups are obtained under fewer assumptions.

引用

页码：329 / 337

页数：9

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