pith. sign in

arxiv: 1710.07902 · v2 · pith:VAHUASIEnew · submitted 2017-10-22 · 🧮 math.PR

Exponential Mixing for SDEs under the total variation

classification 🧮 math.PR
keywords ergodicresultabstractarticleapplyclassicalcouplingdifferential
0
0 comments X
read the original abstract

First, we establish an abstract ergodic result on $\mR^d$. Classical ergodic results on $\mR^d$ require that the process is irreducible, we weaken it to some weak form of irreducibility in this article. The main method used in this article is coupling. Then, we apply our abstract ergodic result to stochastic differential equations driven by a L\'evy noise and obtain a new result.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.