Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations
Probability
2011-04-28 v1
Abstract
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.
Keywords
Cite
@article{arxiv.1104.5106,
title = {Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations},
author = {Jiagang Ren and Jing Wu and Xicheng Zhang},
journal= {arXiv preprint arXiv:1104.5106},
year = {2011}
}