On ergodic property of the solution to a Lévy-driven SDE
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866908556037455872 |
|---|---|
| author | Knopova, Victoria Mokanu, Yana |
| author_facet | Knopova, Victoria Mokanu, Yana |
| contents | In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a Lévy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_01720 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On ergodic property of the solution to a Lévy-driven SDE Knopova, Victoria Mokanu, Yana Probability In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a Lévy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant measure. Some examples are provided. |
| title | On ergodic property of the solution to a Lévy-driven SDE |
| topic | Probability |
| url | https://arxiv.org/abs/2409.01720 |