Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095): Difference between revisions
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Revision as of 19:09, 19 March 2024
scientific article
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English | Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients |
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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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