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5. LONG TIME BEHAVIOUR OF STOCHASTIC DIFFERENTIAL EQUATION WITH SINGULAR COEFFICIENTS

LONG TIME BEHAVIOUR OF STOCHASTIC DIFFERENTIAL EQUATION WITH SINGULAR COEFFICIENTS

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：foxmaj

【摘 要】

：

We prove the long time behavior such as exponential ergodicity and Donsker-Varadhan type large deviation for a family of Markov processes Xt governed by a stochastic differential equation(SDE)with sin

【作 者】

：

Longjie Xie Lihu Xu Xicheng Zhang 

【机 构】

：

Jiangsu Normal University,Xuzhou,China University

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Stochastic differential equation with singular coefficients Partial-Zvonkin' 

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　　We prove the long time behavior such as exponential ergodicity and Donsker-Varadhan type large deviation for a family of Markov processes Xt governed by a stochastic differential equation(SDE)with singular coefficients.

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