Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients

DOI10.1007/s10959-012-0440-5zbMath1307.60085arXiv1207.2523OpenAlexW2077108253MaRDI QIDQ457095

Huijie Qiao

Publication date: 26 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2523

zbMATH Keywords

ergodicityirreducibilitystrong Feller propertymonotone propertySDEs with jumps

Mathematics Subject Classification ID

Related Items (17)

LAN property for an ergodic diffusion with jumps ⋮ Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients ⋮ On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces ⋮ Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps ⋮ Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises ⋮ On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients ⋮ Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises ⋮ Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations ⋮ Large deviation limits of invariant measures ⋮ Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps ⋮ Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity ⋮ Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations ⋮ Supports for degenerate stochastic differential equations with jumps and applications ⋮ Exponential ergodicity for SDEs under the total variation ⋮ On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes ⋮ Exponential convergence for functional SDEs with Hölder continuous drift

Cites Work

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• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Regularity of semigroups generated by Lévy type operators via coupling
• Theory of stochastic differential equations with jumps and applications.
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Matrix Analysis
• Strong feller property and irreducibility of diffusions with jumps
• Ergodicity for Infinite Dimensional Systems
• Second order PDE's in finite and infinite dimension

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