On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes (Q4903038)

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scientific article; zbMATH DE number 6127040
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On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
scientific article; zbMATH DE number 6127040

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    On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes (English)
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    19 January 2013
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    Lévy process
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    Ornstein-Uhlenbeck process
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    coupling property
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    exponential ergodicity
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