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arXiv · 1104.5106

Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

Jiagang Ren·Jing Wu·Xicheng Zhang
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Abstract

We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.

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Jiagang Ren, Jing Wu, Xicheng Zhang. 2011-04-27. Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations. https://arxiv.org/abs/1104.5106

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