Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
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Publication:2309598
DOI10.1016/j.spa.2019.09.001zbMath1435.60037arXiv1801.05936MaRDI QIDQ2309598
Publication date: 1 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.05936
stochastic differential equation; gradient estimate; ergodicity; coupling; multiplicative pure jump Lévy noises
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60G52: Stable stochastic processes
60J76: Jump processes on general state spaces
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