Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4669182 | Bulletin des Sciences Mathématiques | 2010 | 14 Pages |
Abstract
Under the conditions of coefficients being non-Lipschitz and the diffusion coefficient being elliptic, we study the strong Feller property and irreducibility for the transition probability of solutions to general multivalued stochastic differential equations by using the coupling method, Girsanov's theorem and a stopping argument. Thus we can establish the exponential ergodicity and the spectral gap.
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