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Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients

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  • Huijie Qiao

    (Southeast University)

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.

Suggested Citation

  • Huijie Qiao, 2014. "Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients," Journal of Theoretical Probability, Springer, vol. 27(1), pages 137-152, March.
    • Handle: RePEc:spr:jotpro:v:27:y:2014:i:1:d:10.1007_s10959-012-0440-5
    DOI: 10.1007/s10959-012-0440-5
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    References listed on IDEAS

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    1. Wang, Jian, 2010. "Regularity of semigroups generated by Lévy type operators via coupling," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1680-1700, August.
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