Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential ergodicity of the solutions to SDE's with a jump noise |
scientific article |
Statements
Exponential ergodicity of the solutions to SDE's with a jump noise (English)
0 references
10 March 2009
0 references
The author investigated mild sufficient conditions for exponential ergodicity of a Marhov process given by a SDE with jump noise. As principal claims, he showed three conditions: recurrence condition, topological irreducibility condition and non-degeneracy condition. These ones can derive the local Doeblin condition via the stratification method. Examples are given, showing that none of the principal claims can be removed without losing ergodicity of the process.
0 references
\(\beta \)-mixing coefficient
0 references
local Doeblin condition
0 references
admissible time-stretching transformations
0 references
stratification method
0 references
convergence in variation of induced measures
0 references
0 references
0 references
0 references
0 references
