arXiv Open Access 2012

On the exponential ergodicity for Lévy driven Ornstein-Uhlenbeck processes

Jian Wang

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Abstrak

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of Lévy driven Ornstein-Uhlenbeck processes are established.

math.PR

Jian Wang

APA MLA BibTeX

Wang, J. (2012). On the exponential ergodicity for Lévy driven Ornstein-Uhlenbeck processes. https://arxiv.org/abs/1205.4510

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