Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459): Difference between revisions

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Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
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math.PR
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Latest revision as of 06:47, 13 July 2024

scientific article
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Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
scientific article

    Statements

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    13 January 2017
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    reflected jump-diffusions
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    Lyapunov function
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    stochastically ordered process
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    stochastic domination
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    uniform ergodicity
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    exponential convergence rate
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    competing Lévy particles
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    gap process
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    jump measure
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    reflected Lévy process
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    math.PR
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