Exponential ergodicity of non-Lipschitz stochastic differential equations

DOI10.1090/S0002-9939-08-09509-9zbMath1154.60049OpenAlexW1980642423MaRDI QIDQ3600615

Xicheng Zhang

Publication date: 5 February 2009

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-08-09509-9

zbMATH Keywords

ergodicityspectral gapirreducibilitystrong Feller propertynon-Lipschitz stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25)

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Cites Work

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• Markov chains and stochastic stability
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
• Formulae for the derivatives of heat semigroups
• Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
• Integration of Brownian vector fields.
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• The canonic diffusion above the diffeomorphism group of the circle
• Ergodicity for Infinite Dimensional Systems
• Second order PDE's in finite and infinite dimension

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