Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise (Q6649846)

scientific article; zbMATH DE number 7955159

Language	Label	Description	Also known as
English	Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise	scientific article; zbMATH DE number 7955159

Statements

instance of

scholarly article

0 references

title

Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise (English)

0 references

0 references

0 references

Science China. Mathematics

0 references

publication date

6 December 2024

0 references

zbMATH Keywords

cylindrical stable process

0 references

exponential ergodicity

0 references

strong ergodicity

0 references

Foster-Lyapunov criterion

0 references

strong Feller property

0 references

MaRDI profile type

Publication

0 references

cites work

Stochastic differential equations with jumps

0 references

Systems of equations driven by stable processes

0 references

Estimation of the first eigenvalue of second order elliptic operators

0 references

General formula for lower bound of the first eigenvalue on Riemannian manifolds

0 references

Estimation of spectral gap for elliptic operators

0 references

Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha $-stable processes

0 references

Ergodicity for time-changed symmetric stable processes

0 references

Supercritical SDEs driven by multiplicative stable-like Lévy processes

0 references

Exponential and uniform ergodicity of Markov processes

0 references

Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

0 references

Q3375702

0 references

Q3084090

0 references

Approximation of heavy-tailed distributions via stable-driven SDEs

0 references

Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

0 references

Construction and heat kernel estimates of generalstable-like Markov processes

0 references

On ergodic properties of some Lévy-type processes

0 references

On weak solution of SDE driven by inhomogeneous singular Lévy noise

0 references

Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes

0 references

Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates

0 references

Strong Feller property for SDEs driven by multiplicative cylindrical stable noise

0 references

Ergodic behavior of Markov processes. With applications to limit theorems

0 references

Moment bounds for dissipative semimartingales with heavy jumps

0 references

Stochastic equations with time-dependent drift driven by Lévy processes

0 references

A note on 𝐿₂-estimates for stable integrals with drift

0 references

Stability of Markovian processes II: continuous-time processes and sampled chains

0 references

Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

0 references

Markov Chains and Stochastic Stability

0 references

Univariate Stable Distributions

0 references

Pathwise uniqueness for singular SDEs driven by stable processes

0 references

Recurrence and transience property for a class of Markov chains

0 references

Long-time behavior of stable-like processes

0 references

Perturbation of drift-type for Levy processes

0 references

Criteria for ergodicity of Lévy type operators in dimension one

0 references

Harnack inequalities for SDEs driven by cylindrical $\alpha$-stable processes

0 references

Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes

0 references

Ergodicity of stochastic differential equations with jumps and singular coefficients

0 references

Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes

0 references

Ergodicity of supercritical SDEs driven by $\alpha $-stable processes and heavy-tailed sampling

0 references

Ergodicity and transience of SDEs driven by -stable processes with Markovian switching

0 references

Identifiers

DOI

10.1007/s11425-022-2204-3

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6649846