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