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

DOI10.1142/S0219025717500023MaRDI QIDQ2974262zbMATHWikidataFDO

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)

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)

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Cites work

• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• Ergodicité d'inégalités variationnelles stochastiques
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Exponential ergodicity for stochastic reaction-diffusion equations
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Multi-valued stochastic differential equations driven by Poisson point processes
• Multivalued Skorohod problem
• Perturbation bounds for matrix square roots and Pythagorean sums
• Second order PDE's in finite and infinite dimension
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• The optimal control problem associated with multi-valued stochastic differential equations with jumps
• Theory of stochastic differential equations with jumps and applications.

Cited in

(9)

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

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