Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps

DOI10.1142/S0219025717500023zbMATH Open1361.60042WikidataQ115523127 ScholiaQ115523127MaRDI QIDQ2974262FDOQ2974262

Authors: Yue Guan, Jing Wu 

Publication date: 6 April 2017

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

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zbMATH Keywords

ergodicityinvariant measureirreducibilitystrong Feller propertymultivalued stochastic differential equationLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
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• Theory of stochastic differential equations with jumps and applications.
• Second order PDE's in finite and infinite dimension
• Multivalued Skorohod problem
• Ergodicité d'inégalités variationnelles stochastiques
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• The optimal control problem associated with multi-valued stochastic differential equations with jumps
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Multi-valued stochastic differential equations driven by Poisson point processes
• Perturbation bounds for matrix square roots and Pythagorean sums

Cited In (8)

• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Exponential ergodicity of the solutions to SDE's with a jump noise
• Ergodicity of stochastic differential equations driven by Lévy noise with local Lipschitz coefficients
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
• On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity

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