Ergodicity for multidimensional jump diffusions with position dependent jump rate
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Publication:2403215
DOI10.1214/16-AIHP750zbMath1372.60115OpenAlexW2620669856MaRDI QIDQ2403215
Publication date: 15 September 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/16-aihp750
ergodicityadditive functionalscontinuous-time Markov processesjump-diffusionsHarris recurrenceNummelin splitting
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