Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | Exponential ergodicity of the solutions to SDE's with a jump noise |
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Exponential ergodicity of the solutions to SDE's with a jump noise (English)
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10 March 2009
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The author investigated mild sufficient conditions for exponential ergodicity of a Marhov process given by a SDE with jump noise. As principal claims, he showed three conditions: recurrence condition, topological irreducibility condition and non-degeneracy condition. These ones can derive the local Doeblin condition via the stratification method. Examples are given, showing that none of the principal claims can be removed without losing ergodicity of the process.
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\(\beta \)-mixing coefficient
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local Doeblin condition
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admissible time-stretching transformations
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stratification method
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convergence in variation of induced measures
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