Exponential ergodicity of SDEs driven by degenerate noises
主 题: Exponential ergodicity of SDEs driven by degenerate noises
报告人: 徐礼虎博士 (澳门大学)
时 间: 2014-12-29 16:00-17:00
地 点: 理科一号楼1418（概率论系列报告）
We shall study a family of SDEs driven by degenerate noises and develop a coupling technique to prove their exponential ergodicity. The main ingredient is estimating the hitting time of a coupled Markov chain.
