Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812): Difference between revisions

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+Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
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+Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise
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+Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes
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+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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+On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
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