# Ergodic properties of Markov processes

@inproceedings{ReyBellet2006ErgodicPO, title={Ergodic properties of Markov processes}, author={Luc Rey-Bellet}, year={2006} }

In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) and develop some tools to analyze their long-time behavior. There are several ways to analyze such properties, and our point of view will be to use systematically Liapunov functions which allow a nice characterization of the ergodic properties. In this we follow, at least in spirit, the excellent book of Meyn and Tweedie [7]. In general a Liapunov function W is a positive function which grows at…

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