Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459)
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scientific article; zbMATH DE number 6674397
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| English | Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line |
scientific article; zbMATH DE number 6674397 |
Statements
13 January 2017
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reflected jump-diffusions
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Lyapunov function
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stochastically ordered process
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stochastic domination
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uniform ergodicity
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exponential convergence rate
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competing Lévy particles
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gap process
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jump measure
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reflected Lévy process
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0.8897604
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0.8866183
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0.8818852
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0.8815817
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0.88032997
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0.87866366
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0.8769609
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