Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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