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Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients

✍ Scribed by Huijie Qiao


Book ID
120739930
Publisher
Springer US
Year
2012
Tongue
English
Weight
571 KB
Volume
27
Category
Article
ISSN
0894-9840

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We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.