非 Lipschitz 多值随机微分方程的指数遍历性
概率论
2011-04-28 v1
摘要
我们证明了椭圆型多值随机微分方程解的转移概率的指数遍历性。
引用
@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}
}