Exponential ergodicity of the solutions to SDE's with a jump noise

DOI10.1016/j.spa.2008.02.006zbMath1169.60012arXivmath/0701747OpenAlexW2107931876MaRDI QIDQ1004409

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701747

zbMATH Keywords

admissible time-stretching transformations stratification method local Doeblin condition \(\beta \)-mixing coefficient convergence in variation of induced measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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