Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations

DOI10.1016/j.bulsci.2009.01.003zbMath1202.60091arXiv1104.5106OpenAlexW2067424964MaRDI QIDQ977448

Jing Wu, Xicheng Zhang, Jiangang Ren

Publication date: 22 June 2010

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.5106

zbMATH Keywords

irreducibilityexponential ergodicitystrong Feller propertynon-Lipschitz multivalued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Multivalued Skorohod problem
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Ergodicité d'inégalités variationnelles stochastiques
• Second order PDE's in finite and infinite dimension

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