Title of article :
Exponential ergodicity and strong ergodicity for SDEs driven by symmetric -stable processes
Author/Authors :
Wang، نويسنده , , Jian، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Pages :
5
From page :
654
To page :
658
Abstract :
In this work, we present sufficient conditions for the exponential ergodicity and the strong ergodicity for stochastic differential equations driven by symmetric α -stable processes. To our knowledge this is the first result about the strong ergodicity for Lévy jump processes.
Keywords :
Symmetric ? -stable processes , Exponential ergodicity , Strong ergodicity , stochastic differential equations
Journal title :
Applied Mathematics Letters
Serial Year :
2013
Journal title :
Applied Mathematics Letters
Record number :
1528952
Link To Document :
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