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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.01720 |
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| _version_ | 1866908556037455872 |
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| 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 |