Exponential Mixing for SDEs under the total variation
Probability
2018-02-06 v2
Abstract
First, we establish an abstract ergodic result on . Classical ergodic results on require that the process is irreducible, we weaken it to some weak form of irreducibility in this article. The main method used in this article is coupling. Then, we apply our abstract ergodic result to stochastic differential equations driven by a L\'evy noise and obtain a new result.
Cite
@article{arxiv.1710.07902,
title = {Exponential Mixing for SDEs under the total variation},
author = {Xuhui Peng and Rangrang Zhang},
journal= {arXiv preprint arXiv:1710.07902},
year = {2018}
}