Criteria for ergodicity of Lévy type operators in dimension one
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Publication:952833
DOI10.1016/J.SPA.2007.11.003zbMATH Open1157.60072OpenAlexW1998629473MaRDI QIDQ952833FDOQ952833
Authors: Jian Wang
Publication date: 14 November 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.11.003
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Cited In (25)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Invariance principles for clocks
- Recurrence and ergodicity for A class of regime-switching jump diffusions
- Ergodic property of stable-like Markov chains
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Regularity of semigroups generated by Lévy type operators via coupling
- Symmetric Lévy type operator
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- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes
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- Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
- Long-time behavior for a class of Feller processes
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
- Weighted Poincaré inequalities for non-local Dirichlet forms
- Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one
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