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
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