On the exponential ergodicity for Lévy driven Ornstein-Uhlenbeck processes

2012/05/21 by Wang, Jian
#60G51 #60H10 #60J75 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1205.4510

Abstract

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of Lévy driven Ornstein-Uhlenbeck processes are established.

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