Exponential mixing under controllability conditions for SDEs driven by a degenerate Poisson noise
Vahagn Nersesyan,
Renaud Raquépas
Abstract:We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions on the distribution of the jumps for the driving process, the hypotheses for our main result are that the corresponding control system is dissipative, approximately controllable and solidly controllable. The solid controllability assumption is weaker than the well-known para… Show more
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