Ergodicity for time-changed symmetric stable processes
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Publication:740185
DOI10.1016/j.spa.2014.04.003zbMath1328.60191arXiv1312.5042OpenAlexW1981330865MaRDI QIDQ740185
Publication date: 2 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5042
stochastic differential equationsergodicityMarkov jump processesnon-local Dirichlet formsPoincaré type inequalitiestime-changed symmetric stable processes
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)
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