Exponential ergodicity of non-Lipschitz stochastic differential equations (Q3600615)
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scientific article; zbMATH DE number 5503034
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| English | Exponential ergodicity of non-Lipschitz stochastic differential equations |
scientific article; zbMATH DE number 5503034 |
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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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0.9194555282592772
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0.8947268128395081
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0.8352017998695374
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0.8219423294067383
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