Exponential Ergodicity of Non-lipschitz Stochastic Differential Equations
نویسندگان
چکیده
Using the coupling method and Girsanov’s theorem, we study the strong Feller property and irreducibility for the transition probabilities of stochastic differential equations with non-Lipschitz and monotone coefficients. Then, the exponential ergodicity and the spectral gap for the corresponding transition semigroups are obtained under fewer assumptions.
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