Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
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Publication:2974262
DOI10.1142/S0219025717500023zbMath1361.60042WikidataQ115523127 ScholiaQ115523127MaRDI QIDQ2974262
Publication date: 6 April 2017
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
ergodicityinvariant measureLévy processirreducibilitystrong Feller propertymultivalued stochastic differential equation
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Related Items (2)
On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients ⋮ On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
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- Ergodicité d'inégalités variationnelles stochastiques
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