Strong Feller property and exponential ergodicity for SDEs with additive Lévy noises

MaRDI QIDQ4642856zbMATH OpenFDO

Authors Mingjie Liang, Jian Wang

Publication date 25 May 2018

zbMATH Keywords

coupling propertyexponential ergodicitystochastic differential equations with Lévy processesstrong Feller propertysubordinated Brownian motions

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Strong Feller properties for degenerate SDEs with jumps
• On smoothing properties of transition semigroups associated to a class of SDEs with jumps

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