Algebraic ergodicity for SDEs driven by Lévy processes

DOI10.1016/j.spl.2016.07.004zbMath1350.60052OpenAlexW2506086014MaRDI QIDQ334012

Yan-Hong Song

Publication date: 31 October 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.07.004

zbMATH Keywords

Lévy processesstochastic differential equationshitting timesalgebraic ergodicity

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
• An overshoot approach to recurrence and transience of Markov processes
• Subgeometric ergodicity of strong Markov processes
• Exponential ergodicity and regularity for equations with Lévy noise
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Criteria for ergodicity of Lévy type operators in dimension one
• Subgeometric ergodicity for continuous-time Markov chains
• Homogenization of certain one-dimensional discontinuous Markov processes
• On polynomial mixing bounds for stochastic differential equations
• Topological conditions enabling use of Harris methods in discrete and continuous time
• Ergodic degrees for continuous-time Markov chains
• Exponential and uniform ergodicity of Markov processes
• Long-time behavior of stable-like processes
• Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
• Harnack inequalities for stochastic equations driven by Lévy noise
• On geometric and algebraic transience for discrete-time Markov chains
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Lévy Processes and Stochastic Calculus
• Subexponential Estimates of the Rate of Convergence to the Invariant Measure for Stochastic Differential Equations
• Strong feller property and irreducibility of diffusions with jumps
• Bernstein functions. Theory and applications

This page was built for publication: Algebraic ergodicity for SDEs driven by Lévy processes