Exponential Mixing for SDEs under the total variation

Xuhui Peng

Published 2017-10-22Version 1

First, we establish an abstract ergodic result on $\mR^d$. Classical ergodic results on $\mR^d$ require that the process is irreducible, we weaken it to some weak form of irreducibility in this article. The main method used in this article is coupling. Then, we apply our abstract ergodic result to stochastic differential equations driven by a L\'evy noise and obtain a new result.