Algebraic ergodicity for SDEs driven by Lévy processes

DOI10.1016/J.SPL.2016.07.004MaRDI QIDQ334012zbMATH OpenOpenAlexFDO

Authors Yan-Hong Song

Publication date 31 October 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.07.004

zbMATH Keywords

hitting timesstochastic differential equationsalgebraic ergodicityLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Ergodicity of stochastic differential equations driven by Lévy noise with local Lipschitz coefficients

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