Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line |
scientific article |
Statements
13 January 2017
0 references
reflected jump-diffusions
0 references
Lyapunov function
0 references
stochastically ordered process
0 references
stochastic domination
0 references
uniform ergodicity
0 references
exponential convergence rate
0 references
competing Lévy particles
0 references
gap process
0 references
jump measure
0 references
reflected Lévy process
0 references
math.PR
0 references
