Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations (Q977448)

A multivalued stochastic differential equation \(dX_t+A(X_t)\ni b(X_t)\,dt+\sigma(X_t)\,dW_t\) is considered (where \(A\) is a multivalued maximal monotone operator on \(\mathbb R^d\)) under four hypotheses on a joint monotonicity and a one-sided growth of the pair \((b,g)\) and on a sub-linear growth and ellipticity of \(\sigma\). All notions above are explained as well as their main properties are presented conciously. The main result states that the associated Markov semigroup is irreducible and strong Feller, there exists a unique invariant probability measure \(\mu\) to which the transition probabilities converge exponentially in total variation as well as in \(L^q(\mu)\)-norm where also the spectral gap is estimted from below.