On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
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Publication:4903038
DOI10.1239/jap/1354716653zbMath1258.60037arXiv1205.4510OpenAlexW1990837501MaRDI QIDQ4903038
Publication date: 19 January 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.4510
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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