Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations

2011/04/27 by Jiagang Ren, Jing Wu, Ren, Jiagang +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1104.5106

openalex publication_date 2011/04/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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

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• General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations

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