Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281)
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scientific article
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| English | Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity |
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Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (English)
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8 February 2019
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pathwise uniqueness
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non-confluence
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Feller and strong Feller properties
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irreducibility
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exponential ergodicity
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Feynman-Kac formula
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0.8477827906608582
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0.8452985286712646
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0.836995542049408
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0.8251782059669495
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0.8158342242240906
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