Article ID Journal Published Year Pages File Type
8053916 Applied Mathematics Letters 2018 9 Pages PDF
Abstract
By using the Krylov estimate, we prove the exponential ergodicity of the invariant measure for stochastic Langevin equation with singular coefficients, where the classical Lyapunov condition cannot be verified.
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Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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Exponential ergodicity for stochastic Langevin equation with partial dissipative drift
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