Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients

Huijie Qiao ()
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Huijie Qiao: Southeast University

Journal of Theoretical Probability, 2014, vol. 27, issue 1, 137-152

Abstract: Abstract In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, exponential ergodicity and the spectral gap for the corresponding transition semigroups are obtained.

Keywords: SDEs with jumps; Strong Feller property; Irreducibility; Monotone property; Ergodicity; 60H10; 60J75; 34A12 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10959-012-0440-5

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