Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials

Author:

Bao Jianhai,Fang Rongjuan,Wang Jian

Funder

National Natural Science Foundation of China

National Key Research and Development Program of China

Publisher

Elsevier BV

Reference38 articles.

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2. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise;Mattingly;Stoch. Process. Appl.,2002

3. Stochastic Hamiltonian systems: Exponential convergence to the invariant measure and discretization by the implicit Euler scheme;Talay;Markov Process. Related Fields,2002

4. Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems;Wu;Stoch. Process. Appl.,2001

5. Yet another look at Harris’ ergodic theorem for Markov chains;Hairer,2011

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