Exponential ergodicity of non-Lipschitz stochastic differential equations (Q3600615)

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Exponential ergodicity of non-Lipschitz stochastic differential equations
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    Exponential ergodicity of non-Lipschitz stochastic differential equations (English)
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    5 February 2009
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    strong Feller property
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    irreducibility
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    ergodicity
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    spectral gap
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    non-Lipschitz stochastic differential equation
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