Successful couplings for a class of stochastic differential equations driven by Lévy processes

DOI10.1007/s11425-012-4387-xzbMath1274.60241OpenAlexW2114223803MaRDI QIDQ1933988

Jian Wang, Huonan Lin

Publication date: 28 January 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4387-x

zbMATH Keywords

Lévy processesstochastic differential equationsergodicityLiouville theoremcoupling propertycoupling operator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, On the existence and explicit estimates for the coupling property of Lévy processes with drift

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