Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

Details Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

2011-04-27

arxiv.org/abs/1104.5106v1

Mathematics

Probability

Scientific paper

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

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