Pages that link to "Item:Q1004409"

The following pages link to Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409):

Displaying 40 items.

• Long time behavior of stochastic hard ball systems (Q265264) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• \(\Phi\)-entropy inequality and application for SDEs with jumps (Q488530) (← links)
• Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes (Q544504) (← links)
• Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure (Q633146) (← links)
• Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
• Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
• Spectral analysis for a discrete metastable system driven by Lévy flights (Q888942) (← links)
• Regularity of semigroups generated by Lévy type operators via coupling (Q988677) (← links)
• Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps'' (Q1004412) (← links)
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes (Q1679478) (← links)
• Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
• Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
• Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
• Coupling property and gradient estimates of Lévy processes via the symbol (Q1932221) (← links)
• Successful couplings for a class of stochastic differential equations driven by Lévy processes (Q1933988) (← links)
• Exponential ergodicity for SDEs under the total variation (Q1991701) (← links)
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes (Q2016559) (← links)
• Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
• Ergodicity of stochastic differential equations with jumps and singular coefficients (Q2179236) (← links)
• Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity (Q2209322) (← links)
• On sub-geometric ergodicity of diffusion processes (Q2214251) (← links)
• Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle (Q2223321) (← links)
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise (Q2243931) (← links)
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises (Q2249898) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (Q2309598) (← links)
• Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
• Ergodicity and mixing bounds for the Fisher-Snedecor diffusion (Q2435244) (← links)
• Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises (Q2447728) (← links)
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes (Q2674434) (← links)
• Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
• A method for checking efficiency of estimators in statistical models driven by Lévy’s noise (Q2817041) (← links)
• Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
• Stochastic control based on time-change transformations for stochastic processes with Lévy noise (Q2922886) (← links)
• Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395) (← links)
• Exponential ergodicity for retarded stochastic differential equations (Q2933120) (← links)
• (Q5011285) (← links)
• Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling (Q6103220) (← links)
• Support theorem for Lévy-driven stochastic differential equations (Q6111889) (← links)