Exponential ergodicity for SDEs under the total variation
DOI10.1007/s00028-018-0429-3zbMath1434.60144OpenAlexW2793102596WikidataQ115609437 ScholiaQ115609437MaRDI QIDQ1991701
Publication date: 30 October 2018
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00028-018-0429-3
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Cites Work
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