Exponential ergodicity of non-Lipschitz stochastic differential equations

DOI10.1090/S0002-9939-08-09509-9zbMath1154.60049OpenAlexW1980642423MaRDI QIDQ3600615

Xicheng Zhang

Publication date: 5 February 2009

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-08-09509-9

zbMATH Keywords

ergodicityspectral gapirreducibilitystrong Feller propertynon-Lipschitz stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25)

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