Ergodic properties of generalized Ornstein-Uhlenbeck processes

DOI10.1016/j.spa.2017.04.010zbMath1386.60259arXiv1606.01232OpenAlexW2963923170WikidataQ64023144 ScholiaQ64023144MaRDI QIDQ1683812

Péter Kevei

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.01232

zbMATH Keywords

generalized Ornstein-Uhlenbeck processesexponential / subexponential ergodicityFoster-Lyapunov techniquepetite set

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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