Ergodicity of stochastic differential equations with jumps and singular coefficients
From MaRDI portal
Publication:2179236
DOI10.1214/19-AIHP959zbMath1456.60154arXiv1705.07402MaRDI QIDQ2179236
Publication date: 12 May 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.07402
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ A Wong-Zakai theorem for SDEs with singular drift ⋮ Weak convergence of Euler scheme for SDEs with low regular drift ⋮ Strong solutions of a stochastic differential equation with irregular random drift ⋮ Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces ⋮ Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations ⋮ Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises ⋮ Convergence rate of the EM algorithm for SDEs with low regular drifts ⋮ Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes ⋮ \(L^q(L^p)\)-theory of stochastic differential equations ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Global well-posedness of the viscous Camassa-Holm equation with gradient noise ⋮ Exponential ergodicity for singular reflecting McKean-Vlasov SDEs ⋮ On diffusion processes with drift in \(L_{d+1}\) ⋮ Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling ⋮ Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises ⋮ Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes ⋮ On potentials of Itô's processes with drift in \(L_{d+1}\) ⋮ Stability estimates for singular SDEs and applications ⋮ Existence and non-uniqueness of stationary distributions for distribution dependent SDEs ⋮ Derivative formula for singular McKean-Vlasov SDEs ⋮ Large deviation limits of invariant measures ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching ⋮ Superposition principle for non-local Fokker-Planck-Kolmogorov operators ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ On the \(\alpha \)-dependence of stochastic differential equations with Hölder drift and driven by \(\alpha \)-stable Lévy processes ⋮ Well-posedness and long time behavior of singular Langevin stochastic differential equations ⋮ Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps ⋮ Degenerate SDEs with singular drift and applications to Heisenberg groups ⋮ McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance ⋮ Periodic solutions of stochastic differential equations driven by Lévy noises ⋮ On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\) ⋮ A discretized version of Krylov's estimate and its applications ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ Well-posedness of distribution dependent SDEs with singular drifts ⋮ Approximation of heavy-tailed distributions via stable-driven SDEs ⋮ Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps ⋮ A Zvonkin's transformation for stochastic differential equations with singular drift and applications ⋮ Path-distribution dependent SDEs with singular coefficients ⋮ Time fractional stochastic differential equations driven by pure jump Lévy noise ⋮ Transportation cost inequalities for SDEs with irregular drifts ⋮ On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) ⋮ Existence of strong solutions for Itô's stochastic equations via approximations: revisited ⋮ Hausdorff dimension, heavy tails, and generalization in neural networks*
Cites Work
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- Stochastic differential equations with Sobolev diffusion and singular drift and applications
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- Pathwise uniqueness for singular SDEs driven by stable processes
- Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Markov chains and stochastic stability
- Well-posedness of the transport equation by stochastic perturbation
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
- Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
- Exponential ergodicity of the solutions to SDE's with a jump noise
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
- Heat kernels for time-dependent non-symmetric stable-like operators
- Davie's type uniqueness for a class of SDEs with jumps
- Integrability conditions for SDEs and semilinear SPDEs
- Multidimensional singular stochastic differential equations
- Stochastic flows for Lévy processes with Hölder drifts
- Strong solutions of stochastic equations with singular time dependent drift
- Theory of stochastic differential equations with jumps and applications.
- Perturbation of drift-type for Levy processes
- Analytic methods in the theory of differential and pseudo-differential equations of parabolic type
- A discrete stochastic Gronwall lemma
- On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients
- Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
- Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
- Heat kernels for non-symmetric diffusion operators with jumps
- On parabolic inequalities for generators of diffusions with jumps
- Stochastic equations with time-dependent drift driven by Lévy processes
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
- Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
- The Dirichlet problem for stable-like operators and related probabilistic representations
- A STOCHASTIC GRONWALL LEMMA
- Hölder Flow and Differentiability for SDEs with Nonregular Drift
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Rough stochastic PDEs
- On Stochastic Differential Equations with Locally Unbounded Drift
- Lq(Lp) -THEORY OF PARABOLIC PDEs WITH VARIABLE COEFFICIENTS
- Elliptic and parabolic equations for measures
- On the Strong Solutions of Stochastic Differential Equations
- From Brownian Motion to Schrödinger’s Equation
- Existence of solutions to weak parabolic equations for measures
- Stochastic flow for SDEs with jumps and irregular drift term
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
