Successful couplings for a class of stochastic differential equations driven by Lévy processes
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Publication:1933988
DOI10.1007/s11425-012-4387-xzbMath1274.60241OpenAlexW2114223803MaRDI QIDQ1933988
Publication date: 28 January 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-012-4387-x
Lévy processesstochastic differential equationsergodicityLiouville theoremcoupling propertycoupling operator
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, On the existence and explicit estimates for the coupling property of Lévy processes with drift
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