4 papers · 1 filter
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
Jianhai Bao, Mateusz B. Majka, Jian Wang
As a well-known fact, the classical Euler scheme works merely for SDEs with coefficients of linear growth. In this paper, we study a general framework of modified Euler schemes, wh…
Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
Shukai Chen, Rongjuan Fang, Lina Ji +1
We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competitio…
-exponential ergodicity of stochastic Hamiltonian systems with -stable Lévy noises
Bao Jianhai, Wang Jian
Based on the hypocoercivity approach due to Villani \cite{Villani}, Dolbeault, Mouhot and Schmeiser \cite{DMS} established a new and simple framework to investigate directly the $L…
Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
Bao Jianhai, Wang Jian
In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of o…