Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Dr. Lihu Xu,University of Macau
Inviter:
Prof. Jiaan Yan
Title:
Ergodicity of SDEs driven by degenerate Levy noises
Time & Venue:
2014.12.23 10:00-11:00am N613
Abstract:
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.
Affiliation:
Appendix:
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