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Bibliographic Details
Main Authors: Knopova, Victoria, Mokanu, Yana
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.01720
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Table of 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.