English

Exponential Mixing for SDEs under the total variation

Probability 2018-02-06 v2

Abstract

First, we establish an abstract ergodic result on \mRd\mR^d. Classical ergodic results on \mRd\mR^d 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.

Keywords

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}
}
R2 v1 2026-06-22T22:21:44.529Z