Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution (Q2850866)
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scientific article; zbMATH DE number 6213081
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| English | Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution |
scientific article; zbMATH DE number 6213081 |
Statements
1 October 2013
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Ornstein-Uhlenbeck process
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exponential convergence
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ergodic distribution
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Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution (English)
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0.8209450840950012
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0.8163203597068787
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0.8054273128509521
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0.7987334132194519
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0.7899913191795349
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