Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

arxiv: 1104.5106 · v1 · pith:WEHWJR3Dnew · submitted 2011-04-27 · 🧮 math.PR

Jiagang Ren , Jing Wu , Xicheng Zhang This is my paper

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keywords differentialequationsergodicityexponentialmultivaluedstochasticellipticnon-lipschitz

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We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.

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