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Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients - MaRDI portal

Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095)

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scientific article; zbMATH DE number 6348418
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Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
scientific article; zbMATH DE number 6348418

    Statements

    Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (English)
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    26 September 2014
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    In this paper, the author studies the ergodicity of the invariant measure for SDEs with jumps and monotone coefficients.
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    SDEs with jumps
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    strong Feller property
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    irreducibility
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    monotone property
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    ergodicity
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