Poincaré-type inequality for Lipschitz continuous vector fields

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چکیده

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The ergodic properties of SDEs, and various time discretizations for SDEs, are studied. The ergodicity of SDEs is established by using techniques from the theory of Markov chains on general state spaces. Application of these Markov chain results leads to straightforward proofs of ergodicity for a variety of SDEs, in particular for problems with degenerate noise and for problems with locally Lip...

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Sunto. – In this note we survey some recent results on the well-posedness of the ordinary differential equation with non-Lipschitz vector fields. We introduce the notion of regular Lagrangian flow, which is the right concept of solution in this framework. We present two different approaches to the theory of regular Lagrangian flows. The first one is quite general and is based on the connection ...

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ژورنال

عنوان ژورنال: Journal de Mathématiques Pures et Appliquées

سال: 2016

ISSN: 0021-7824

DOI: 10.1016/j.matpur.2015.09.001