On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes (Q4903038): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1239/jap/1354716653 / rank
Normal rank
 
Property / arXiv ID
 
Property / arXiv ID: 1205.4510 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructions of coupling processes for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order PDE's in finite and infinite dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Densities for Ornstein-Uhlenbeck processes with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the coupling property of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coupling property and gradient estimates of Lévy processes via the symbol / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coupling for Ornstein-Uhlenbeck processes with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient estimate for Ornstein-Uhlenbeck jump processes / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1239/JAP/1354716653 / rank
 
Normal rank

Latest revision as of 15:20, 30 December 2024

scientific article; zbMATH DE number 6127040
Language Label Description Also known as
English
On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
scientific article; zbMATH DE number 6127040

    Statements

    On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes (English)
    0 references
    0 references
    19 January 2013
    0 references
    Lévy process
    0 references
    Ornstein-Uhlenbeck process
    0 references
    coupling property
    0 references
    exponential ergodicity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references