Publication | Open Access
On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
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Citations
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References
2012
Year
Spectral TheoryExponential ErgodicityEngineeringStochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic AnalysisProbability TheoryLevy ProcessStochastic PhenomenonExplicit Coupling PropertyLévy-driven Ornstein–uhlenbeck ProcessesStochastic Modeling
Based on the explicit coupling property, the ergodicity and the exponential ergodicity of Lévy-driven Ornstein–Uhlenbeck processes are established.
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