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Ergodicity of stochastic differential equations with jumps and singular coefficients

Xie, LJ; Zhang, XC

Xie, LJ (corresponding author), Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221000, Jiangsu, Peoples R China.

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020; 56 (1): 175

Abstract

We show the strong well-posedness of SDEs driven by general multiplicative Levy noises with Sobolev diffusion and jump coefficients and integrable dri......

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